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20142026
most citedGeneral Stopping Behaviors of Naive and Non-Committed Sophisticated Agents, with Application to Probability Distortion

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q-fin.PM2014

Optimal Sharing Rule for a Household with a Portfolio Management Problem

Adrien Nguyen Huu, Oumar Mbodji, A Nguyen-Huu +1

We study the Merton problem of optimal consumption-investment for the case of two investors sharing a final wealth. The typical example would be a husband and wife sharing a portfo…