Pages that link to "Item:Q4840275"
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The following pages link to Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living (Q4840275):
Displaying 41 items.
- Ratchet consumption over finite and infinite planning horizons (Q462862) (← links)
- Optimal consumption-portfolio choices and retirement planning (Q951521) (← links)
- Optimal consumption choice with intolerance for declining standard of living (Q1030171) (← links)
- Optimal consumption of a divisible durable good (Q1606182) (← links)
- Dividends: from refracting to ratcheting (Q1622509) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- Incentive mechanism design aiming at deflated performance manipulation in retail firms: based on the ratchet effect and the reputation effect (Q1793302) (← links)
- Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints (Q2024617) (← links)
- Portfolio selection with drawdown constraint on consumption: a generalization model (Q2040428) (← links)
- Optimal consumption with reference to past spending maximum (Q2120541) (← links)
- Intertemporal preference with loss aversion: consumption and risk-attitude (Q2123162) (← links)
- Optimal retirement and portfolio selection with consumption ratcheting (Q2190059) (← links)
- Finite horizon portfolio selection problem with a drawdown constraint on consumption (Q2236009) (← links)
- Finite horizon portfolio selection with durable goods (Q2236188) (← links)
- Ratcheting with a bliss level of consumption (Q2329672) (← links)
- Optimal portfolio choice and consistent performance (Q2343112) (← links)
- A generalization of Dybvig's result on portfolio selection with intolerance for decline in consumption (Q2440421) (← links)
- Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption (Q2490244) (← links)
- Dynamic asset allocation with consumption ratcheting post retirement (Q2657292) (← links)
- A portfolio choice problem under risk capacity constraint (Q2675243) (← links)
- Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (Q2681448) (← links)
- Optimal dividends under a drawdown constraint and a curious square-root rule (Q2697497) (← links)
- Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint (Q2798177) (← links)
- A class of solvable singular stochastic control problems (Q4700350) (← links)
- AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH (Q4959414) (← links)
- Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates (Q4971973) (← links)
- Minimizing the Probability of Ruin When Consumption is Ratcheted (Q5022557) (← links)
- Optimal Investment and Consumption under a Habit-Formation Constraint (Q5071493) (← links)
- Optimal Ratcheting of Dividends in a Brownian Risk Model (Q5092725) (← links)
- Optimal Ratcheting of Dividends in Insurance (Q5130025) (← links)
- Asset management with endogenous withdrawals under a drawdown constraint (Q5234294) (← links)
- Dynamic spending and portfolio decisions with a soft social norm (Q6111434) (← links)
- Consumption-investment decisions with endogenous reference point and drawdown constraint (Q6113174) (← links)
- Optimal consumption and investment with welfare constraints (Q6130334) (← links)
- Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case (Q6159082) (← links)
- Target benefit pension plan with longevity risk and intergenerational equity (Q6163454) (← links)
- Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets (Q6187488) (← links)
- Optimal consumption with loss aversion and reference to past spending maximum (Q6496947) (← links)
- Dynamic asset allocation and consumption ratcheting with costs (Q6569186) (← links)
- Time-invariant portfolio strategies in structured products with guaranteed minimum equity exposure (Q6581550) (← links)
- Optimal ratcheting of dividend payout under Brownian motion surplus (Q6608783) (← links)
