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researcher

Bahman Angoshtari

14 papers hereh-index 8165 citations18 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author12

Across the 14 of 14 papers where every author was matched, so the position is known.

fields
  • q-fin.MF6
  • q-fin.PM6
  • math.OC1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20152024
most citedOptimal Investment and Consumption under a Habit-Formation Constraint

14 citations · 21 across the 8 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2020★ 1 cited

Optimal Consumption under a Habit-Formation Constraint: the Deterministic Case

Bahman Angoshtari, Erhan Bayraktar, Virginia R. Young

We formulate and solve a deterministic optimal consumption problem to maximize the discounted CRRA utility of an individual's consumption-to-habit process assuming she only invests…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.