most citedA Problem of Finite-Horizon Optimal Switching and Stochastic Control for Utility Maximization

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q-fin.PM2026

A Mean Field Model of Consumption Inertia and Keeping Up with the Joneses

Junkee Jeon

Households compare their living standard with others' and dislike changing it. We study consumption and investment when felicity depends on consumption relative to a benchmark, the…