Non-exponential discounting portfolio management with habit formation
type: Item
instance of: scholarly article
title: Non-exponential discounting portfolio management with habit formation
zbMATH Open document ID: 1461.91279
author: Jingzhen Liu
author: Liyuan Lin
author: Jiaqin Wei
author: Ka Fai Cedric Yiu
published in: Mathematical Control and Related Fields
publication date: 2021-05-05T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 7344171
zbMATH Keywords: non-exponential discounting
zbMATH Keywords: habit formation
zbMATH Keywords: optimal portfolio
zbMATH Keywords: optimal insurance
zbMATH Keywords: extended Hamilton-Jacobi-Bellman equation
MaRDI profile type: Publication
full work available at URL: mcrf.2020019
OpenAlex ID: W3012982793
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DOI: 10.3934/MCRF.2020019
description: scientific article; zbMATH DE number 7344171