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Existence and structure of stochastic equilibria with intertemporal substitution
Bank, Peter; Riedel, Frank - In: Finance and stochastics 5 (2001) 4, pp. 487-509
Persistent link: https://www.econbiz.de/10001614604
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Optimal consumption policies in illiquid markets
Cretarola, Alessandra; Gozzi, Fausto; Pham, Huyên; … - In: Finance and stochastics 15 (2011) 1, pp. 85-115
Persistent link: https://www.econbiz.de/10008824131
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Optimal consumption and investment for markets with random coefficients
Berdjane, Belkacem; Pergamenshchikov, Serguei - In: Finance and stochastics 17 (2013) 2, pp. 419-446
Persistent link: https://www.econbiz.de/10009730786
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An optimal consumption problem in finite time with a constraint on the ruin probability
Grandits, Peter - In: Finance and stochastics 19 (2015) 4, pp. 791-847
Persistent link: https://www.econbiz.de/10011421027
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Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger; Seiferling, Thomas; Seifried, Frank Thomas - In: Finance and stochastics 21 (2017) 1, pp. 187-226
Persistent link: https://www.econbiz.de/10011944068
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Optimal consumption and investment with welfare constraints
Jeon, Junkee; Kwak, Minsuk - In: Finance and stochastics 28 (2024) 2, pp. 391-451
Persistent link: https://www.econbiz.de/10015130333
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Optimal consumption with reference to past spending maximum
Deng, Shuoqing; Li, Xun; Pham, Huyên; Yu, Xiang - In: Finance and stochastics 26 (2022) 2, pp. 217-266
Persistent link: https://www.econbiz.de/10013197576