no code implementations • 12 Oct 2022 • S. Kirusheva, H. Huang, T. S. Salisbury
In this paper we consider the problem of optimizing lifetime consumption under a habit formation model.
no code implementations • 1 Nov 2021 • F. Habib, H. Huang, A. Mauskopf, B. Nikolic, T. S. Salisbury
We extend our model to control for asset allocation and show how the purchase policy changes when one is allowed to vary asset allocation.
