Optimal consumption and portfolio rules with durability and habit formation

Optimal consumption and portfolio rules with durability and habit formation

Bibliographic Details
Main Authors:	Hindy, Ayman., Huang, Chi-fu, Zhu, Hang
Format:	Working Paper
Published:	Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology 2009
Online Access:	http://hdl.handle.net/1721.1/48651

Similar Items

Optimal consumption and portfolio rules with durability and local substitution
by: Hindy, Ayman, et al.
Published: (2009)

Optimal consumption and portfolio rules with local substitution
by: Hindy, Ayman, et al.
Published: (2009)

Optimal consumption and portfolio rules with local substitution
by: Hindy, Ayman, et al.
Published: (2009)

Optimal consumption with intertemporal substitution I : the case of certainty
by: Hindy, Ayman, et al.
Published: (2009)

Consumption-portfolio policies : an inverse optimal problem
by: He, Hua., et al.
Published: (2009)

On intertemporal preferences for uncertain consumption : a continuous time approach
by: Hindy, Ayman., et al.
Published: (2009)

Optimal consumption and portfolio policies with an infinite horizon : existence and convergence
by: Huang, Chi-fu., et al.
Published: (2009)

Numerical analysis of a free-boundary singular control problem in financial economics
by: Hindy, Ayman., et al.
Published: (2009)

Optimum consumption and portfolio rules in a continuous-time model,
by: Merton, Robert C.
Published: (2011)

On intertemporal preferences with a continuous time dimension II : the case of uncertainty
by: Hindy, Ayman, et al.
Published: (2009)

On intertemporal preferences with a continuous time dimension II : the case of uncertainty
by: Hindy, Ayman, et al.
Published: (2009)

Optimal consumption and portfolio choice with borrowing constraints
by: Vila, Jean-Luc., et al.
Published: (2009)

Some Optimal Tax Rules for International Portfolio and Direct Investment
by: Devereux, M
Published: (2004)

Optimal consumption and portfolio policies when markets are incomplete
by: Pags, Henri.
Published: (2009)

Behavioral optimal consumption and portfolio selection in continuous time
by: Wang, K
Published: (2013)

Elicitation of electricity consumption habit formation among new subscribers
by: Richard K. Moussa, et al.
Published: (2024-04-01)

Impacts of Habit Formation Effect on Food Consumption and Nutrient Intake in Rural China
by: Jinshang Wen, et al.
Published: (2024-02-01)

Deep deterministic portfolio optimization
by: Ayman Chaouki, et al.
Published: (2020-11-01)

Essays in consumption and portfolio choice
by: Rodriguez, Jorge F. (Jorge Federico), 1976-
Published: (2006)

Stochastic optimization of heuristic method rule to determine asset allocation to retirement portfolio
by: Aušra Klimavičienė
Published: (2011-03-01)

On intertemporal preferences in continuous time : the case of certainty
by: Hindy, Ayman, et al.
Published: (2009)

Habit formation
by: Smith, Kyle S., et al.
Published: (2017)

Essays in consumption habits and the environment
by: Scott, K
Published: (2011)

Entering, enduring and exiting: the durability of shared mobility arrangements and habits
by: Doody, BJ, et al.
Published: (2021)

FORMATION OF INVESTMENT PORTFOLIO
by: D. N. Dmitriev, et al.
Published: (2019-05-01)

Liquidity Constraints and Durable/Non-durable Consumption Relationship in Iran
by: Zahra Shahidi, et al.
Published: (2019-12-01)

Optimization of the Equity in Formation of Investment Portfolio of a Shipping Company
by: Oleg Bazaluk, et al.
Published: (2022-01-01)

Portfolio optimization /
by: 338609 Best, Michael J.
Published: (c201)

Consumption, household portfolios and the housing market in France
by: Chauvin, V, et al.
Published: (2018)

Consumption, household portfolios and the housing market in France
by: Chauvin, V, et al.
Published: (2018)

Robust consumption and portfolio choice with derivatives trading
by: Wei, Pengyu, et al.
Published: (2022)

On durable and nondurable consumption with transactions costs
by: Beaulieu, J. Joseph
Published: (2005)

Portfolio formation by cluster analysis.
by: Chua, Hoe Sing., et al.
Published: (2009)

Essays in financial economics
by: Hindy, Ayman
Published: (2005)

Optimal consumption and portfolio policies when asset prices follow a diffusion process
Published: (2003)

Incorporating Portfolio Uncertainty in Decision Rules for Healthcare Resource Allocation
by: Pedram Sendi, et al.
Published: (2021-03-01)

FORMATION AND OPTIMIZATION OF VARIOUS PORTFOLIOS MODELS ON THE VaR INDICATOR BASIS
by: Viktor Oliinyk, et al.
Published: (2017-12-01)

FACTORING MANAGEMENT ON THE BASIS OF FORMATION OF OPTIMIZING FACTORING PORTFOLIO OF TRADE ENTERPRISES
by: Iryna V. Farynovych, et al.
Published: (2021-01-01)

Analysis of determining optimal portfolio in BPKH's portfolios using the Tangency Portfolio model
by: Agam Maulana Ardi, et al.
Published: (2023-07-01)

Analysis of determining optimal portfolio in BPKH's portfolios using the Tangency Portfolio model
by: Agam Maulana Ardi, et al.
Published: (2023-07-01)