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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
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A mean field game approach to relative investment-consumption games with habit formation
Liang, Zongxia; Zhang, Keyu - In: Mathematics and financial economics 18 (2024) 4, pp. 577-622
Persistent link: https://www.econbiz.de/10015189215
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Consumption-investment decisions with endogenous reference point and drawdown constraint
Liang, Zongxia; Luo, Xiaodong; Yuan, Fengyi - In: Mathematics and financial economics 17 (2023) 2, pp. 285-334
Persistent link: https://www.econbiz.de/10014328923
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Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
He, Lin; Liang, Zongxia; Song, Yilun; Qi, Ye - In: Insurance / Mathematics & economics 102 (2022), pp. 188-202
Persistent link: https://www.econbiz.de/10013271971