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A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function
multi-period asset allocation quadratic utility function closed-form solution tan-gency portfolio
2012/9/14
In the present paper, we derive a closed-form solution of the multi-period portfolio choice problem for a quadratic utility function with and without a riskless asset. All results are derived under we...
Utility Function and Optimum Consumption in the models with Habit Formation and Catching up with the Joneses
Optimal Consumption Habit Formation Catching up with the oneses
2010/11/2
This paper analyzes popular time-nonseparable utility functions that de-scribe “habit formation” consumer preferences comparing current consumption with the time averaged past consumption of the same ...
Utility function applied to interregional cooperation: case of the ASEM
interregionalism regional integration the ASEM the EU utility function
2014/3/10
This article presents one possible point of view on the interregional cooperation through the optic of neorealist and neoliberal international relation theories. Applying the constructivist approach t...