Pages that link to "Item:Q2346076"

The following pages link to Utility maximization with addictive consumption habit formation in incomplete semimartingale markets (Q2346076):

Displaying 21 items.

• Non-addictive habits: optimal consumption-portfolio policies. (Q1421889) (← links)
• Utility maximization with habit formation of interaction (Q1983703) (← links)
• Optimal consumption with reference to past spending maximum (Q2120541) (← links)
• Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
• Optimal DB-PAYGO pension management towards a habitual contribution rate (Q2212147) (← links)
• The consumption-investment decision of a prospect theory household: a two-period model (Q2358570) (← links)
• Optimal investment with random endowments and transaction costs: duality theory and shadow prices (Q2422170) (← links)
• Optimal asset allocation, consumption and retirement time with the variation in habitual persistence (Q2670116) (← links)
• Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (Q2681448) (← links)
• Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs (Q3557933) (← links)
• Optimal Investment and Consumption under a Habit-Formation Constraint (Q5071493) (← links)
• Optimal entry and consumption under habit formation (Q5084791) (← links)
• On the Axiomatization of the Satiation and Habit Formation Utility Models (Q5166290) (← links)
• Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)
• Consumption-investment decisions with endogenous reference point and drawdown constraint (Q6113174) (← 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)
• 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)
• A mean field game approach to equilibrium consumption under external habit formation (Q6635671) (← links)
• A greedy algorithm for habit formation under multiplicative utility (Q6644184) (← links)