Utility maximization with addictive consumption habit formation in incomplete semimartingale markets
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References listed on IDEAS
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- repec:dau:papers:123456789/1803 is not listed on IDEAS
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- Xiang Yu, 2014. "Optimal Consumption under Habit Formation In Markets with Transaction Costs and Random Endowments," Papers 1408.1382, arXiv.org, revised Jul 2016.
- repec:eee:mateco:v:70:y:2017:i:c:p:74-89 is not listed on IDEAS
- Fortin, Ines & Hlouskova, Jaroslava & Tsigaris, Panagiotis, 2016. "The Consumption-Investment Decision of a Prospect Theory Household," Economics Series 322, Institute for Advanced Studies.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-12-19 (All new papers)
- NEP-MIC-2011-12-19 (Microeconomics)
- NEP-UPT-2011-12-19 (Utility Models & Prospect Theory)
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