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Consumption and Portfolio Selection with Recursive Utility, Stochastic Income, and Liquidity Constraints
SSRN Electronic Journal
◽
10.2139/ssrn.3831673
◽
2021
◽
Author(s):
Kyoung Jin Choi
◽
Minsuk Kwak
◽
Byung Hwa Lim
Keyword(s):
Portfolio Selection
◽
Liquidity Constraints
◽
Recursive Utility
Download Full-text
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References
Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics
Chaos Solitons & Fractals
◽
10.1016/j.chaos.2015.10.026
◽
2016
◽
Vol 82
◽
pp. 5-10
◽
Cited By ~ 6
Author(s):
Pan Zhao
◽
Qingxian Xiao
Keyword(s):
Statistical Mechanics
◽
Portfolio Selection
◽
Liquidity Constraints
◽
Selection Problem
◽
Portfolio Selection Problem
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Interval Number Model for Portfolio Selection with Liquidity Constraints
Advances in Intelligent and Soft Computing - Fuzzy Engineering and Operations Research
◽
10.1007/978-3-642-28592-9_3
◽
2012
◽
pp. 31-39
◽
Cited By ~ 4
Author(s):
Man-yi Tan
Keyword(s):
Portfolio Selection
◽
Liquidity Constraints
◽
Interval Number
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Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime Switching
Management Science
◽
10.1287/mnsc.2016.2650
◽
2018
◽
Vol 64
(5)
◽
pp. 2308-2324
◽
Cited By ~ 10
Author(s):
Jiatu Cai
◽
Xinfu Chen
◽
Min Dai
Keyword(s):
Portfolio Selection
◽
Regime Switching
◽
Capital Gains
◽
Recursive Utility
◽
Capital Gains Tax
Download Full-text
An interval portfolio selection model with liquidity constraints
2012 International Conference on Information Management, Innovation Management and Industrial Engineering
◽
10.1109/iciii.2012.6339829
◽
2012
◽
Author(s):
Meng Wu
Keyword(s):
Portfolio Selection
◽
Liquidity Constraints
◽
Selection Model
◽
Portfolio Selection Model
Download Full-text
Liquidity Constraints for Portfolio Selection Based on Financial Volume
Computational Economics
◽
10.1007/s10614-019-09957-0
◽
2019
◽
Vol 56
(4)
◽
pp. 1055-1077
Author(s):
Eduardo Bered Fernandes Vieira
◽
Tiago Pascoal Filomena
Keyword(s):
Portfolio Selection
◽
Liquidity Constraints
Download Full-text
A Credibilitic Multi-objective Portfolio Selection Model with Liquidity Constraints and its Algorithm
10.1145/3482632.3487543
◽
2021
◽
Author(s):
Xiaolian Meng
◽
Yingru Zhou
Keyword(s):
Portfolio Selection
◽
Liquidity Constraints
◽
Selection Model
◽
Multi Objective
◽
Portfolio Selection Model
Download Full-text
Portfolio Selection Model with Fuzzy Liquidity Constraints
Lecture Notes in Economics and Mathematical Systems - Fuzzy Portfolio Optimization
◽
10.1007/978-3-540-77926-1_3
◽
2008
◽
pp. 21-43
Keyword(s):
Portfolio Selection
◽
Liquidity Constraints
◽
Selection Model
◽
Portfolio Selection Model
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On the causes of debt aversion: Consumer self-management of liquidity constraints
PsycEXTRA Dataset
◽
10.1037/e683322011-011
◽
2000
◽
Cited By ~ 1
Author(s):
Klaus Wertenbroch
◽
Dilip Soman
◽
Joe Nunes
Keyword(s):
Liquidity Constraints
◽
Self Management
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A portfolio selection framework for choice under conflict
PsycEXTRA Dataset
◽
10.1037/e722892011-015
◽
1995
◽
Author(s):
Chen-Fu Chien
◽
Francois Sainfort
Keyword(s):
Portfolio Selection
◽
Selection Framework
Download Full-text
Investment Manager Analysis: A Comprehensive Guide to Portfolio Selection, Monitoring, and Optimization (a review)
Financial Analysts Journal
◽
10.2469/faj.v61.n2.2719
◽
2005
◽
Vol 61
(2)
◽
pp. 100-101
Author(s):
Murad J. Antia
Keyword(s):
Portfolio Selection
◽
Investment Manager
Download Full-text
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