Work

Consumption-Portfolio Optimization with Regime- Switching-Modulated Habit Formation and Jump Diffusion

Year: 2026

Type: article

Source: Mathematics of Operations Research

DOI: 10.1287/moor.2024.0771

Authors: Yike Wang, Jingzhen Liu, Ka-Fai Cedric Yiu, Tak Kuen Siu

Institutions: Chongqing Technology and Business University, Central University of Finance and Economics, Hong Kong Polytechnic University, Macquarie University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7155187155

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Cites: 38

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