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Essays on investement and consumption choice

Comon, Etienne - 2001

Persistent link: https://www.econbiz.de/10001717923

Portfolio optimization in incomplete financial markets

Schachermayer, Walter - 2004

Persistent link: https://www.econbiz.de/10003469901

A note on utility maximization with unbounded random endowment

Owari, Keita - 2009

Persistent link: https://www.econbiz.de/10003940089

Utility maximization, risk aversion, and stochastic dominance

Beiglböck, Mathias; Muhle-Karbe, Johannes; Temme, Johannes - 2011

at the expense of a more widespread distribution. Dybvig and Wang [J. Econ. Theory, 2011, to appear] find that this idea …

Persistent link: https://www.econbiz.de/10009009482

Continuous-time portfolio optimization under partial information and convex constraints : deriving explicit results

Vonwirth, Christian - 2017

Persistent link: https://www.econbiz.de/10012659449

Utility maximization and mode of payment

Koning, Ruud Hans - 1997

Persistent link: https://www.econbiz.de/10000970052

A study of consumer behavior using laboratory data

Février, Philippe; Visser, Michael S. - 2000

Persistent link: https://www.econbiz.de/10001476077

On expected demand functions without utility maximization

Larsson, Lars-Göran - 2012

Persistent link: https://www.econbiz.de/10009502425

Sensitivity of optimal consumption streams

Herdegen, Martin; Muhle-Karbe, Johannes - 2015

We study the sensitivity of optimal consumption streams with respect to perturbations of the random endowment. At the leading order, the consumption adjustment does not matter: any choice that matches the budget constraint simply shifts the original utility by the marginal value of the...

Persistent link: https://www.econbiz.de/10011412135

Dual formulation of the optimal consumption problem with multiplicative habit formation

Kamma, Thijs; Pelsser, Antoon André Jean - 2022

Persistent link: https://www.econbiz.de/10013433524

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