1. Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation. (2025). Pelsser, Antoon ; Kamma, Thijs.
   In: Papers.
   RePEc:arx:papers:2502.13678.

   Full description at Econpapers || Download paper

2. Sensitivity of robust optimization problems under drift and volatility uncertainty. (2025). Park, Kyunghyun ; Bartl, Daniel ; Neufeld, Ariel.
   In: Papers.
   RePEc:arx:papers:2311.11248.

   Full description at Econpapers || Download paper

3. Optimal annuitization and asset allocation under linear habit formation. (2024). Liang, Zongxia ; Ma, Xingjian ; Guan, Guohui.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:114:y:2024:i:c:p:176-191.

   Full description at Econpapers || Download paper

4. Robust adoption and valuation in tokenomics. (2023). Shen, Zhuyi ; Wang, Shibo ; Yang, Jinqiang.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003814.

   Full description at Econpapers || Download paper

5. Sustainable investment under ESG volatility and ambiguity. (2023). Shan, Xun ; Yan, Qianhui ; Luo, Deqing.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002833.

   Full description at Econpapers || Download paper

6. Optimal consumption and portfolio choices in the stochastic SIS model. (2022). Li, Tongtong ; Yang, Jinqiang.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001267.

   Full description at Econpapers || Download paper

7. Robust investment strategies with two risky assets. (2022). Luo, Yulei ; Sun, Xianming ; Lin, Qian.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002104.

   Full description at Econpapers || Download paper

8. Duality theory for robust utility maximisation. (2021). Kupper, Michael ; Bartl, Daniel ; Neufeld, Ariel.
   In: Finance and Stochastics.
   RePEc:spr:finsto:v:25:y:2021:i:3:d:10.1007_s00780-021-00455-6.

   Full description at Econpapers || Download paper

1. Abel, A.B. Asset prices under habit formation and catching up with the Joneses. 1990 Am. Econ. Rev.. 80 38-42

2. Anderson, E.W. ; Hansen, L.P. ; Sargent, T.J. A quartet of semi-groups for model specification, robustness, prices of risk, and model detection. 2003 J. Eur. Econ. Assoc.. 1 68-123

3. Bilsen, S. ; Bovenberg, A.L. ; Laeven, R.J.A. Consumption and portfolio choice under internal multiplicative habit formation. 2019 J. Financ. Quant. Anal.. 1-38
   Paper not yet in RePEc: Add citation now
   

4. Caballero, R.J. Consumption puzzles and precautionary savings. 1990 J. Monetary Econ.. 25 113-136

5. Campbell, J.Y. ; Cochrane, J. By force of habit: a consumption based explanation of aggregate stock market behavior. 1999 J. Polit. Econ.. 107 205-251

6. Campbell, J.Y. ; Deaton, A. Why is consumption so smooth?. 1989 Rev. Econ. Stud.. 56 357-373

7. Carroll, C.D. ; Overland, J. ; Weil, D.N. Saving and growth with habit formation. 2000 Am. Econ. Rev.. 90 341-355

8. Chen, Z. ; Epstein, L.G. Ambiguity, risk and asset returns in continuous time. 2002 Econometrica. 4 1403-1445

9. Chu, J. ; Fang, J. Economic policy uncertainty and firms’ labor investment decision. 2020 China Finance Rev. Int.. 11 73-91
   Paper not yet in RePEc: Add citation now
   

10. Constantinides, G.M. Habit formation: a resolution of the equity premium puzzle. 1990 J. Polit. Econ.. 98 519-543

11. Corrado, L. ; Holly, S. Multiplicative habit formation and consumption: a note. 2011 Econ. Lett.. 113 116-119

12. Crawford, I. Habits revealed. 2010 Rev. Econ. Stud.. 77 1382-1402
    Paper not yet in RePEc: Add citation now
    

13. Dow, J. ; Werlang, S. Uncertainty aversion, risk aversion, and the optimal choice of portfolio. 1992 Econometrica. 60 197-204

14. Duffie, D. ; Epstein, L.G. Stochastic differential utility. 1992 Econometrica. 60 353-394

15. Ellsberg, D. Risk, ambiguous and the savage axiom. 1961 Q. J. Econ.. 75 643-669

16. Epstein, L.D. ; Schneider, M. Learning under ambiguity. 2007 Rev. Econ. Stud.. 74 1275-1303

17. Flavin, M.A. The adjustment of consumption to changing expectations about future income. 1981 J. Polit. Econ.. 89 974-1009

18. Fuhrer, J.C. Habit formation in consumption and its implications for monetary-policy models. 2000 Am. Econ. Rev.. 90 367-390

19. Gagliardini, P. ; Porchia, P. ; Trojani, F. Ambiguity aversion and the term structure of interest rates. 2009 Rev. Financ. Stud.. 22 4147-4188

20. Gennotte, G. Optimal portfolio choice under incomplete information. 1986 J. Finance. 41 733-749

21. Hansen, L.P. ; Sargent, T.J. Discounted linear exponential quadratic Gaussian control. 1995 IEEE Trans. Automat. Contr.. 40 968-971
    Paper not yet in RePEc: Add citation now
    

22. Hansen, L.P. ; Sargent, T.J. Three types of ambiguity. 2012 J. Monetary Econ.. 59 422-445

23. Hansen, L.P. ; T.J., Sargent, G.A. ; Turmuhambetova and, N. ; Williams, Robust control and model misspecification. 2006 J. Econ. Theor.. 128 45-90

24. Kozicki, S. ; Tinsley, P.A. Dynamic specifications in optimizing trend-deviation macro models. 2002 J. Econ. Dynam. Contr.. 26 1585-1611

25. Kreps, D.M. ; Porteus, E.L. Temporal resolution of uncertainty and dynamic choice theory. 1978 Econometrica. 46 185-200

26. Liu, H.N. Dynamic portfolio choice under ambiguity and regime switching mean returns. 2011 J. Econ. Dynam. Contr.. 35 623-640

27. Liu, H.N. Robust consumption and portfolio choice for time varying investment opportunities. 2010 Ann. Finance. 6 435-454
    Paper not yet in RePEc: Add citation now
    

28. Luo, R. ; Liu, Y. ; Lan, W. A penalized expected risk criterion for portfolio selection. 2019 China Finance Rev. Int.. 9 386-400

29. Maenhout, P.J. Robust portfolio rules and asset pricing. 2004 Rev. Financ. Stud.. 17 951-983

30. Maenhout, P.J. Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium. 2006 J. Econ. Theor.. 128 136-163

31. Masten, E. Habit persistence and welfare gains from international asset trade. 2003 J. Int. Money Finance. 22 239-260
    Paper not yet in RePEc: Add citation now
    

32. Merton, R.C. Lifetime portfolio selection under uncertainty: the continuous time case. 1969 Rev. Econ. Stat.. 51 247-257

33. Miao, J. Ambiguity, risk and portfolio choice under incomplete information. 2009 Ann. Econ. Finance. 10 257-279

34. Miao, J. ; Rivera, A. Robust contracts in continuous time. 2016 Econometrica. 84 1405-1440

35. Munk, C. Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences. 2008 J. Econ. Dynam. Contr.. 32 3560-3589

36. Samuelson, P.A. Lifetime portfolio selection by dynamic stochastic programming. 1969 Rev. Econ. Stat.. 51 239-246

37. Wang, H. ; Hou, L.S. Robust consumption and portfolio choice with habit formation, the spirit of capitalism and recursive utility. 2015 Ann. Econ. Finance. 16 393-416

38. Wu, Y. ; Yang, J. ; Zou, Z. Dynamic corporate investment and liquidity management under model uncertainty. 2017 Econ. Lett.. 155 9-13

1. The Consumption-Investment Decision of a Prospect Theory Household. (2016). Tsigaris, Panagiotis ; Hlouskova, Jaroslava ; Fortin, Ines.
   In: Economics Series.
   RePEc:ihs:ihsesp:322.

   Full description at Econpapers || Download paper

2. No man is an island : the Impact of Heterogeneity and local interactions on Macroeconomic Dynamics. (2016). Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia.
   In: Documents de Travail de l'OFCE.
   RePEc:fce:doctra:1618.

   Full description at Econpapers || Download paper

3. Social Networks and Housing Markets. (2016). Stroebel, Johannes ; Kuchler, Theresa ; Cao, Ruiqing ; Bailey, Michael ; Strobel, Johannes.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_5905.

   Full description at Econpapers || Download paper

4. Optimal taxation in a habit formation economy. (2015). Kuhn, Moritz ; Koehne, Sebastian.
   In: Journal of Public Economics.
   RePEc:eee:pubeco:v:122:y:2015:i:c:p:31-39.

   Full description at Econpapers || Download paper

5. Cheap but flighty: how global imbalances create financial fragility. (2015). Ahnert, Toni ; Perotti, Enrico C.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10502.

   Full description at Econpapers || Download paper

6. Rare Disasters and Exchange Rates. (2015). Gabaix, Xavier ; Farhi, Emmanuel.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10334.

   Full description at Econpapers || Download paper

7. Fiscal Policy Matters A New DSGE Model for Slovakia. (2015). Horvath, Michal ; Mucka, Zuzana.
   In: Discussion Papers.
   RePEc:cbe:dpaper:201501.

   Full description at Econpapers || Download paper

8. Price Effect in the Short and in the Long Run. (2015). Vanin, Paolo ; dragone, davide.
   In: Working Papers.
   RePEc:bol:bodewp:wp1040.

   Full description at Econpapers || Download paper

9. A note on sustainability and habit formation. (2014). Yamaguchi, Rintaro.
   In: Letters in Spatial and Resource Sciences.
   RePEc:spr:lsprsc:v:7:y:2014:i:3:p:149-157.

   Full description at Econpapers || Download paper

10. Bivariate almost stochastic dominance. (2014). Huang, Rachel ; Denuit, Michel ; Tzeng, Larry.
    In: Economic Theory.
    RePEc:spr:joecth:v:57:y:2014:i:2:p:377-405.

    Full description at Econpapers || Download paper

11. Showing or telling? Local interaction and organization of behavior. (2014). Cowan, Robin ; Babutsidze, Zakaria.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:9:y:2014:i:2:p:151-181.

    Full description at Econpapers || Download paper

12. Comparing Consumption-based Asset Pricing Models: The Case of an Asian City. (2014). Leung, Charles ; Kwan, Yum K. ; Leung, Charles Ka Yui, ; Dong, Jinyue.
    In: MPRA Paper.
    RePEc:pra:mprapa:60513.

    Full description at Econpapers || Download paper

13. Stock Price Dynamics of China: What Do the Asset Markets Tell Us About the Chinese Utility Function?. (2014). Kwan, Yum K. ; Dong, Jinyue.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:50:y:2014:i:03:p:77-108.

    Full description at Econpapers || Download paper

14. Monetary and Fiscal Policy in Times of Crises: A New Keynesian Perspective in Continuous Time. (2014). Hayo, Bernd ; Niehof, Britta .
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201455.

    Full description at Econpapers || Download paper

15. Conformism and Wealth Distribution. (2014). Nakamoto, Yasuhiro ; Mino, Kazuo.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:901.

    Full description at Econpapers || Download paper

16. A New Solution to the Equity Premium Puzzle and the Risk-Free Rate Puzzle: Theory and Evidence. (2014). Tamura, Hideaki ; Matsubayashi, Yoichi.
    In: Discussion Papers.
    RePEc:koe:wpaper:1422.

    Full description at Econpapers || Download paper

17. Social Comparison and Risk Taking Behavior. (2014). Stanca, Luca ; Manzoni, Elena ; Gamba, Astrid.
    In: Jena Economics Research Papers.
    RePEc:jrp:jrpwrp:2014-031.

    Full description at Econpapers || Download paper

18. Household electricity demand in Spanish regions. Public policy implications. (2014). del Rio, Pablo ; Romero-Jordan, Desiderio ; Peasco, Cristina.
    In: Working Papers.
    RePEc:ieb:wpaper:2013/6/doc2014-24.

    Full description at Econpapers || Download paper

19. Catching up with the Joneses and Borrowing Constraints: An Agent-based Analysis of Household Debt. (2014). König, Nadja ; Knig, Nadja ; Ingrid Größl, .
    In: Macroeconomics and Finance Series.
    RePEc:hep:macppr:201404.

    Full description at Econpapers || Download paper

20. The Decline of Drudgery and the Paradox of Hard Work. (2014). Kimball, Miles ; Epstein, Brendan.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1106.

    Full description at Econpapers || Download paper

21. Signaling Status: The Impact of Relative Income on Household Consumption and Financial Decisions. (2014). Ramcharan, Rodney ; Krimmel, Jacob ; Bricker, Jesse.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-76.

    Full description at Econpapers || Download paper

22. Behavioral Economics and Macroeconomic Models. (2014). Holden, Steinar ; Driscoll, John.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-43.

    Full description at Econpapers || Download paper

23. Testing consumption optimality using aggregate data. (2014). Issler, João ; Gomes, Fábio ; Gomes, Fabio Augusto Reis, .
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:756.

    Full description at Econpapers || Download paper

24. The Word on Banking - Social Ties, Trust, and the Adoption of Financial Products.. (2014). Rainone, Edoardo ; Patacchini, Eleonora.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1404.

    Full description at Econpapers || Download paper

25. Loss aversion and the asymmetric transmission of monetary policy. (2014). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:68:y:2014:i:c:p:19-36.

    Full description at Econpapers || Download paper

26. Equilibrium dynamics in a class of one-sector endogenous growth models with external habits: An application of special functions. (2014). Gómez, Manuel ; Gomez, Manuel A..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:51:y:2014:i:c:p:50-54.

    Full description at Econpapers || Download paper

27. Behavioral economics and macroeconomic models. (2014). Holden, Steinar ; Driscoll, John.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:41:y:2014:i:c:p:133-147.

    Full description at Econpapers || Download paper

28. State-variable public goods and social comparisons. (2014). Johansson-Stenman, Olof ; Aronsson, Thomas.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:68:y:2014:i:2:p:390-410.

    Full description at Econpapers || Download paper

29. Lifecycle consumption plans, social learning and external habits: Experimental evidence. (2014). Duffy, John ; Carbone, Enrica.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:106:y:2014:i:c:p:413-427.

    Full description at Econpapers || Download paper

30. Positional preferences in time and space: Optimal income taxation with dynamic social comparisons. (2014). Johansson-Stenman, Olof ; Aronsson, Thomas.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:101:y:2014:i:c:p:1-23.

    Full description at Econpapers || Download paper

31. Habit persistence and the long-run labor supply. (2014). Struck, Clemens C..
    In: Economics Letters.
    RePEc:eee:ecolet:v:124:y:2014:i:2:p:243-247.

    Full description at Econpapers || Download paper

32. The equity premium in a small open economy and an application to Israel. (2014). Elkayam, David ; Borenstein, Eliezer.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:43:y:2014:i:c:p:81-99.

    Full description at Econpapers || Download paper

33. Loss Aversion and the Asymmetric Transmission of Monetary Policy. (2014). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10105.

    Full description at Econpapers || Download paper

34. Shortfall Aversion. (2014). Huberman, Gur ; Guasoni, Paolo ; Ren, Dan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10064.

    Full description at Econpapers || Download paper

35. A Consumption-Based Approach to Exchange Rate Predictability. (2014). Ojeda-Joya, Jair.
    In: Borradores de Economia.
    RePEc:bdr:borrec:857.

    Full description at Econpapers || Download paper

36. Housing Services and Volatility Bounds with Real Estate Returns. (2011). Pakoš, Michal ; Pakos, Michal ; Zemcik, Petr .
    In: ERES.
    RePEc:arz:wpaper:eres2011_84.

    Full description at Econpapers || Download paper

37. Reference-dependent Preferences and the Transmission of Monetary Policy. (2010). Santoro, Emiliano ; Pfajfar, Damjan ; Petrella, Ivan ; Gaffeo, Edoardo.
    In: Discussion Paper.
    RePEc:tiu:tiucen:2d1a9a11-fccf-42ef-8779-3ec2ee7cace8.

    Full description at Econpapers || Download paper

38. The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis. (2010). Brooks, Chris ; Pavelin, Stephen ; Oikonomou, Ioannis.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2010-12.

    Full description at Econpapers || Download paper

39. A Microfounded Sectoral Model for Open Economies. (2007). Plasmans, Joseph ; Fornero, Jorge ; Michalak, T. ; Plasmans, J. E. J., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:0fa43989-a96a-4c17-86de-ec95be139e98.

    Full description at Econpapers || Download paper

40. Intergenerational Linkages in Consumption Behavior. (2004). Waldkirch, Andreas ; Ng, Serena ; Cox, Donald.
    In: Journal of Human Resources.
    RePEc:uwp:jhriss:v:39:y:2004:i:2:p355-381.

    Full description at Econpapers || Download paper

41. Equity Premiums In Small Open Economy. (2004). Douch, Mohamed.
    In: MPRA Paper.
    RePEc:pra:mprapa:14613.

    Full description at Econpapers || Download paper

42. Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity. (2004). Sahuc, Jean-Guillaume ; Jondeau, Eric.
    In: Documents de recherche.
    RePEc:eve:wpaper:04-13.

    Full description at Econpapers || Download paper

43. The Value of Interest-rate Smoothing in a Forward-looking Small Open Economy. (2003). Kam, Timothy.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:03-12.

    Full description at Econpapers || Download paper

44. Saving and Habit Formation : Evidence from Dutch Panel Data. (2002). Alessie, rob ; Teppa, F. ; Alessie, R. J. M., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:60427e7c-434b-4fbc-a05d-e64890958628.

    Full description at Econpapers || Download paper

45. Saving and Habit Formation: Evidence from Dutch Panel Data. (2002). Alessie, rob ; Teppa, Federica.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20020076.

    Full description at Econpapers || Download paper

46. Habitudes de consommation et prime de risque sur le marché actions dans les pays du G7. (2001). Dees, Stephane ; Allais, Olivier ; Cadiou, Loic.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2001_num_147_1_6211.

    Full description at Econpapers || Download paper

47. The Restrictions on Predictability Implied by Rational Asset Pricing Models.. (1998). Kirby, Chris.
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:11:y:1998:i:2:p:343-82.

    Full description at Econpapers || Download paper

48. Preferences, Consumption Smoothing and Risk Premia. (1997). Uhlig, Harald ; Lettau, Martin ; Uhlig, H. F. H. V. S., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:129a8e4c-f593-4f03-b35b-2846f24d7311.

    Full description at Econpapers || Download paper

49. Catching up with the Keynesians. (1996). Uhlig, Harald ; Ljungqvist, Lars ; Uhlig, H. F. H. V. S., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:f678c765-1782-4a88-8b02-c02cf5dbf264.

    Full description at Econpapers || Download paper

50. Can Habit Formation be Reconciled with Business Cycle Facts?. (1995). Uhlig, Harald ; Lettau, Martin ; Uhlig, H. F. H. V. S., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:b152dad0-97de-48c9-bde6-6864e691a913.

    Full description at Econpapers || Download paper

Report date: 2025-10-01 10:34:57 || Missing content? Let us know