Robust consumption and portfolio choices with habit formation
Year of publication: |
2021
|
---|---|
Authors: | Li, Tongtong ; Wang, Shibo ; Yang, Jinqiang |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 98.2021, p. 227-246
|
Subject: | Detection error probabilities | Excess sensitivity | Excess smoothness | Homothetic model uncertainty | Multiplicative habit formation | Portfolio-Management | Portfolio selection | Einkommenshypothese | Income hypothesis | Konsumtheorie | Consumption theory | Konsumentenverhalten | Consumer behaviour | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory |
-
Robust consumption policy with the desire for wealth accumulation
Wang, Yuanping, (2022)
-
Consumption commitments and habit formation
Chetty, Raj, (2016)
-
Consumption response heterogeneity and dynamics with an inattention region
Boccanfuso, Jérémy, (2022)
- More ...
-
Tobin's q and corporate investment with a pandemic shock
Li, Shilin, (2021)
-
Optimal consumption and portfolio choices in the stochastic SIS model
Li, Shilin, (2022)
-
Robust adoption and valuation in tokenomics
Shen, Zhuyi, (2023)
- More ...