Additive habit formation: consumption in incomplete markets with random endowments Roman Muraviev OriginalPaper 23 July 2011 Pages: 67 - 99
An asset return model capturing stylized facts L. C. G. RogersLiang Zhang OriginalPaper 31 August 2011 Pages: 101 - 119
Taylor series approximations to expected utility and optimal portfolio choice Lorenzo GarlappiGeorgios Skoulakis OriginalPaper 18 September 2011 Pages: 121 - 156