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Optimal Investment with Switching Preferences

https://doi.org/10.2139/ssrn.6740838
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Outgoing claims: the papers this work cites, builds on, or argues with.

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On the consequences of state dependent preferences for the pricing of financial assets
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Risk preference dynamics around life events
inferredcites →https://doi.org/10.1016/j.jhealeco.2016.09.006openalex-snapshot
Health shocks and risk aversion
inferredcites →https://doi.org/10.1016/j.jmaa.2017.02.021openalex-snapshot
The stochastic solution to a Cauchy problem for degenerate parabolic equations
inferredcites →https://doi.org/10.1016/j.mathsocsci.2014.07.001openalex-snapshot
Investment–consumption with regime-switching discount rates
inferredcites →https://doi.org/10.1016/j.spl.2022.109369openalex-snapshot
On Itô’s formula for semimartingales with jumps and non- C 2 functions
inferredcites →https://doi.org/10.1016/j.worlddev.2016.12.042openalex-snapshot
Trust, Risk, and Time Preferences After a Natural Disaster: Experimental Evidence from Thailand
inferredcites →https://doi.org/10.1080/1350486x.2012.700575openalex-snapshot
Utility Indifference Pricing: A Time Consistent Approach
inferredcites →https://doi.org/10.1111/j.1467-9965.2009.00366.xopenalex-snapshot
EXPLICIT SOLUTIONS OF CONSUMPTION‐INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING
inferredcites →https://doi.org/10.1111/jori.12341openalex-snapshot
Family changes and the willingness to take risks
inferredcites →https://doi.org/10.1111/mafi.12404openalex-snapshot
Epstein‐Zin utility maximization on a random horizon
inferredcites →https://doi.org/10.1111/mafi.70013openalex-snapshot
Partial Information in a Mean‐Variance Portfolio Selection Game
inferredcites →https://doi.org/10.1137/100790884openalex-snapshot
Optimal Investment with High-watermark Performance Fee
inferredcites →https://doi.org/10.1137/18m1188410openalex-snapshot
Optimal Consumption in the Stochastic Ramsey Problem without Boundedness Constraints
inferredcites →https://doi.org/10.1137/20m1331111openalex-snapshot
Mortality and Healthcare: A Stochastic Control Analysis under Epstein--Zin Preferences
inferredcites →https://doi.org/10.1137/s0363012902405583openalex-snapshot
Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model
inferredcites →https://doi.org/10.1142/s0219493711003280openalex-snapshot
OPTIMAL CONSUMPTION AND INVESTMENT IN INCOMPLETE MARKETS WITH GENERAL CONSTRAINTS
inferredcites →https://doi.org/10.1155/2014/408685openalex-snapshot
A Multi Period Equilibrium Pricing Model
inferredcites →https://doi.org/10.1162/rest_a_00788openalex-snapshot
Impact of Violent Crime on Risk Aversion: Evidence from the Mexican Drug War
inferredcites →https://doi.org/10.1198/073500104000000127openalex-snapshot
Asset Returns and State-Dependent Risk Preferences
inferredcites →https://doi.org/10.1257/aer.102.2.941openalex-snapshot
Violent Conflict and Behavior: A Field Experiment in Burundi
inferredcites →https://doi.org/10.1257/aer.90.4.1019openalex-snapshot
A Preference Regime Model of Bull and Bear Markets
inferredcites →https://doi.org/10.3368/jhr.50.2.484openalex-snapshot
Risk-Taking Behavior in the Wake of Natural Disasters
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