Cover Image

Consumption-portfolio choice with preferences for liquid assets

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Guan, Guohui, Hu, Jiaqi, Liang, Zongxia
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

N-player and mean field games among fund managers considering excess logarithmic returns
by: Guan, Guohui, et al.
Published: (2025)

Retirement decision with addictive habit persistence in a jump diffusion market
by: Guan, Guohui, et al.
Published: (2020)

A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization
by: Bae, Hyunglip, et al.
Published: (2025)

Class of topological portfolios: Are they better than classical portfolios?
by: Goel, Anubha, et al.
Published: (2026)

Optimal trend following portfolios
by: Valeyre, Sebastien
Published: (2022)

Dynamic Investment-Driven Insurance Pricing and Optimal Regulation
by: Chen, Bingzheng, et al.
Published: (2024)

A mixture transition distribution approach to portfolio optimization
by: De Blasis, Riccardo, et al.
Published: (2025)

Constrained portfolio optimization in a life-cycle model
by: Li, Wenyuan, et al.
Published: (2024)

Quantum computing approach to realistic ESG-friendly stock portfolios
by: Catalano, Francesco, et al.
Published: (2024)

Dynamic portfolio selection under generalized disappointment aversion
by: Liang, Zongxia, et al.
Published: (2024)

The bias of IID resampled backtests for rolling-window mean-variance portfolios
by: Paskaramoorthy, Andrew, et al.
Published: (2025)

Introducing the PIT-plot -- a new tool in the portfolio manager's toolkit
by: Wiklund, Stig-Johan, et al.
Published: (2025)

Enhancing CVaR portfolio optimisation performance with GAM factor models
by: Lauria, Davide, et al.
Published: (2023)

Equilibrium Portfolio Selection under Utility-Variance Analysis of Log Returns in Incomplete Markets
by: Cao, Yue, et al.
Published: (2025)

Signed network models for portfolio optimization
by: Adhikari, Bibhas
Published: (2025)

Asset pre-selection for a cardinality constrained index tracking portfolio with optional enhancement
by: Meade, N., et al.
Published: (2025)

Optimal portfolio under ratio-type periodic evaluation in incomplete markets with stochastic factors
by: Wang, Wenyuan, et al.
Published: (2024)

Worst-case values of target semi-variances with applications to robust portfolio selection
by: Cai, Jun, et al.
Published: (2024)

Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach
by: Jeleskovic, Vahidin, et al.
Published: (2023)

On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework
by: Colaneri, Katia, et al.
Published: (2024)

Variable selection for minimum-variance portfolios
by: Moura, Guilherme V., et al.
Published: (2025)

Sizing the bets in a focused portfolio
by: Vukcevic, Vuko, et al.
Published: (2024)

Statistical applications of the 20/60/20 rule in risk management and portfolio optimization
by: Pączek, Kewin, et al.
Published: (2025)

Data-generating process and time-series asset pricing
by: Guo, Shuxin, et al.
Published: (2024)

Goal-based portfolio selection with mental accounting
by: Bayraktar, Erhan, et al.
Published: (2025)

Some general results on risk budgeting portfolios
by: Fassino, Claudia, et al.
Published: (2026)

Shifting the yield curve for fixed-income and derivatives portfolios
by: Bianchi, Michele Leonardo, et al.
Published: (2024)

Universal portfolios in continuous time: an approach in pathwise Itô calculus
by: Han, Xiyue, et al.
Published: (2025)

Risk management in multi-objective portfolio optimization under uncertainty
by: Becker, Yannick, et al.
Published: (2024)

Time consistent portfolio strategies for a general utility function
by: Mbodji, Oumar
Published: (2026)

On optimal tracking portfolio in incomplete markets: The reinforcement learning approach
by: Bo, Lijun, et al.
Published: (2023)

Numeraire-invariant quadratic hedging and mean--variance portfolio allocation
by: Černý, Aleš, et al.
Published: (2021)

The law of one price in quadratic hedging and mean-variance portfolio selection
by: Černý, Aleš, et al.
Published: (2022)

Solving dynamic portfolio selection problems via score-based diffusion models
by: Aghapour, Ahmad, et al.
Published: (2025)

A quantum unstructured search algorithm for discrete optimisation: the use case of portfolio optimisation
by: Matsakos, Titos, et al.
Published: (2025)

A Novel approach to portfolio construction
by: Di Matteo, T., et al.
Published: (2026)

A Global Optimal Theory of Portfolio beyond R-$σ$ Model
by: Liu, Yifan, et al.
Published: (2026)

Bayesian Optimization for CVaR-based portfolio optimization
by: Millar, Robert, et al.
Published: (2025)

Turnover of investment portfolio via covariance matrix of returns
by: Kuliga, A. V., et al.
Published: (2024)

The dimensions of it portfolio management (ITPM): an analysis involving it managers in Brazilian companies
by: Pietro Cunha Dolci
Published: (2011)