Optimal consumption with reference to past spending maximum
Shuoqing Deng, Xun Li, Huyên Pham, Xiang Yu
| Year of publication: |
2022
|
|---|---|
| Authors: | Deng, Shuoqing ; Li, Xun ; Pham, Huyên ; Yu, Xiang |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 26.2022, 2, p. 217-266
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| Subject: | Consumption running maximum | Exponential utility | Path-dependent reference | Piecewise feedback control | Verification theorem | Konsumtheorie | Consumption theory | Privater Konsum | Private consumption | Konsumentenverhalten | Consumer behaviour | Nachfragetheorie des Haushalts | Consumer demand theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-022-00475-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013197576