activity
20232026
most citedTime-inconsistent mean-field stopping problems: A regularized equilibrium approach

2 citations · 3 across the 8 of their papers we have counts for

collaborators
Showing q-fin.MFShow all

1 paper · 1 filter

q-fin.MF2024

Optimal consumption under loss-averse multiplicative habit-formation preferences

Bahman Angoshtari, Xiang Yu, Fengyi Yuan

This paper studies a loss-averse version of the multiplicative habit formation preference and the corresponding optimal investment and consumption strategies over an infinite horiz…