Pages that link to "Item:Q2654415"

The following pages link to Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415):

Displaying 38 items.

• Optimal consumption and investment under time-varying relative risk aversion (Q633319) (← links)
• Work effort, consumption, and portfolio selection: When the occupational choice matters (Q639363) (← links)
• Optimal portfolio and consumption decisions in a stochastic environment with precommitment (Q673797) (← links)
• Optimal portfolio and consumption with habit formation in a jump diffusion market (Q907435) (← links)
• Portfolio and consumption decisions with the consumption habit constraints (Q1000046) (← links)
• Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
• Does relative risk aversion vary with wealth? Evidence from households portfolio choice data (Q1655733) (← links)
• Portfolio selection with consumption ratcheting (Q1657613) (← links)
• Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation. (Q1972341) (← links)
• Utility maximization with habit formation of interaction (Q1983703) (← links)
• Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation (Q2097503) (← links)
• Optimal consumption with reference to past spending maximum (Q2120541) (← links)
• Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk (Q2155561) (← links)
• Annuity and insurance choice under habit formation (Q2155851) (← links)
• The optimal investment, liability and dividends in insurance (Q2240112) (← links)
• Optimal retirement planning under partial information (Q2291758) (← links)
• Utility maximization with addictive consumption habit formation in incomplete semimartingale markets (Q2346076) (← links)
• Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting (Q2374126) (← links)
• Consumption habits and humps (Q2403450) (← links)
• Editorial to the special issue on behavioral insurance: mathematics and economics (Q2665836) (← links)
• Demand for non-life insurance under habit formation (Q2665839) (← links)
• Optimal asset allocation, consumption and retirement time with the variation in habitual persistence (Q2670116) (← links)
• Optimal portfolio selection with life insurance under subjective survival belief and habit formation (Q2691266) (← links)
• Optimal consumption-portfolio and leisure problem with habit formation (Q2860167) (← links)
• ON THE SHAPE OF RISK AVERSION AND ASSET ALLOCATION (Q2939926) (← links)
• Optimal retirement time under habit persistence: what makes individuals retire early? (Q4585945) (← links)
• Optimal Investment and Consumption under a Habit-Formation Constraint (Q5071493) (← links)
• Optimal entry and consumption under habit formation (Q5084791) (← links)
• QUANTIFYING THE TRADE-OFF BETWEEN INCOME STABILITY AND THE NUMBER OF MEMBERS IN A POOLED ANNUITY FUND (Q5157765) (← links)
• Solving life-cycle problems with biometric risk by artificial insurance markets (Q5865316) (← links)
• Co-jumps and recursive preferences in portfolio choices (Q6076757) (← links)
• Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)
• Dynamic spending and portfolio decisions with a soft social norm (Q6111434) (← links)
• Optimal annuitization and asset allocation under linear habit formation (Q6152714) (← links)
• Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case (Q6159082) (← links)
• Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting (Q6181519) (← links)
• Consistent curves in the -world: optimal bonds portfolio (Q6592289) (← links)
• A greedy algorithm for habit formation under multiplicative utility (Q6644184) (← links)