Search Results - subject:"Linear habit formation"

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Optimal annuitization and asset allocation under linear habit formation

Guan, Guohui; Liang, Zongxia; Ma, Xingjian - In: Insurance : mathematics and economics 114 (2024), pp. 176-191

Persistent link: https://www.econbiz.de/10015049389

On the characterization of linear habit formation

Tserenjigmid, Gerelt - In: Economic theory : official journal of the Society for … 70 (2020) 1, pp. 49-93

Persistent link: https://www.econbiz.de/10012240761

Foundations of Intrinsic Habit Formation

Rozen, Kareen - Cowles Foundation for Research in Economics, Yale University - 2008

We provide theoretical foundations for several common (nested) representations of intrinsic linear habit formation. Our …

Persistent link: https://www.econbiz.de/10005196007

Foundations of Intrinsic Habit Formation

Rozen, Kareen - Cowles Foundation for Research in Economics, Yale University - 2008

We provide theoretical foundations for several common (nested) representations of intrinsic linear habit formation … compensation. We characterize linear habit formation in terms of the ability to wean using uniquely determined compensating streams …

Persistent link: https://www.econbiz.de/10005593267