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Optimal Investment-Consumption-Insurance with Durable and Perishable Consumption Goods in a Jump Diffusion Market. (2019). Perera, Ryle S ; Shevchenko, Pavel V ; Sun, Jin.
In: Papers.
RePEc:arx:papers:1903.00631.

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  5. Dynamic effects of consumption tax reforms with durable consumption. (2020). Li, Qian ; Qian, LI.
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  9. Optimal Investment-Consumption-Insurance with Durable and Perishable Consumption Goods in a Jump Diffusion Market. (2019). Perera, Ryle S ; Shevchenko, Pavel V ; Sun, Jin.
    In: Papers.
    RePEc:arx:papers:1903.00631.

    Full description at Econpapers || Download paper

  10. Portfolio Optimization and Mortgage Choice. (2017). Steffensen, Mogens ; Nordfang, Maj-Britt.
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  12. Consuming durable goods when stock markets jump: A strategic asset allocation approach. (2014). Silva, Nuno Miguel Barateiro ; de Matos, Joo Amaro.
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  13. Deriving Optimal Portfolios for Hedging Housing Risk. (2013). Seiler, Michael ; Voicu, Cristian.
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  15. Consuming durable goods when stock markets jump: a strategic asset allocation approach. (2012). Amaro de Matos, João ; Silva, Nuno.
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  18. Optimal Housing, Consumption, and Investment Decisions over the Life Cycle. (2011). Munk, Claus ; Kraft, Holger.
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