Non-addictive habits: optimal consumption-portfolio policies
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- Jérôme B. Detemple & Christos I. Giannikos, 1995.
"Asset and Commodity Prices with Multiattribute Durable Goods,"
CIRANO Working Papers
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- Duffie, Darrell & Epstein, Larry G, 1992. "Asset Pricing with Stochastic Differential Utility," Review of Financial Studies, Society for Financial Studies, vol. 5(3), pages 411-36.
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- Heaton, John, 1993. "The Interaction between Time-Nonseparable Preferences and Time Aggregation," Econometrica, Econometric Society, vol. 61(2), pages 353-85, March.
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