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Robust consumption and portfolio rules with time-varying model confidence

Jang, Bong-Gyu; Lee, Seungkyu; Lim, Byung Hwa - In: Finance research letters 18 (2016), pp. 342-352

Persistent link: https://www.econbiz.de/10011657300

Dynamic asset allocation and consumption with the indirect utility function

Chibane, Messaoud; Six, Pierre - In: Finance research letters 65 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10014553017

A theorem on portfolio separation with general preferences

Lewbel, Arthur - In: Journal of economic theory 65 (1995) 2, pp. 624-626

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Optimal consumption and portfolio rules with intertemporally dependent utility of consumption

Ingersoll, Jonathan E. - In: Journal of economic dynamics & control 16 (1992) 3, pp. 681-712

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Intertemporally dependent preferences and the volatility of consumption and wealth

Sundaresan, Suresh M. - In: The review of financial studies 2 (1989) 1, pp. 73-89

Persistent link: https://www.econbiz.de/10001088712

Optimal consumption for recursive preferences with local substitution under risk

Li, Hanwu; Riedel, Frank - 2024

consumption problem, proving the existence and uniqueness of the optimal consumption plan. We present an infinite … investigate quantitative properties and the construction of the optimal consumption plan. Finally, we offer a detailed description … of the structure of optimal consumption within a geometric Poisson framework. …

Persistent link: https://www.econbiz.de/10015066357