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本附件包括：

• 1.Life time portfolio selection under uncertainty the continuous time case.pdf
• A note on robustness in Merton's model of intertemporal consumption and portfolio choice.pdf
• Distribution of bankruptcy time in a consumptionportfolio problem.pdf
• Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.pdf
• Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income.pdf
• Lifetime Portfolio Selection By Dynamic Stochastic Programming.pdf
• Multi-asset investment-consumption model with transaction costs.pdf
• On the fluctuations in consumption and market returns in the presence of labor and human capital.pdf
• Optimal consumption choices for a ‘large’ investor.pdf
• Optimal consumption and portfolio choice for pooled annuity funds.pdf
• Optimal consumption and portfolio choice with ambiguity and anticipation.pdf
• Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs.pdf
• Optimal consumption and portfolio rules with durability and habi.pdf
• Optimal consumption and portfolio rules with durabilityLocal Substitution.pdf
• Optimal consumption and portfolio selection problem with downside consumption constraints.pdf
• Optimal Consumption and Portfolio Selection with Stochastic Differential Utility.pdf
• Optimal consumption investment policies with undiversifiable income risk and liquidity constraint.pdf
• Optimal consumption–portfolio choices and retirement planning.pdf
• Optimal investment decisions when time-horizon is uncertain.pdf
• Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints.pdf
• Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.pdf
• Portfolio and consumption choice with stochasticinvestment opportunities and habit formation in preferences.pdf
• Portfolio and consumption decisions with the consumption habit constraints.pdf
• Utility maximization with partial information.pdf
• 5.Martingales and stochastic integrals in the theory of continuous trading.txt
• 6.Optimal consumption and portfolio policies when asset prices follow a.txt
• 13.Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case本文档 (2).txt
• Consumption and portfolio policies with incomplete markets and short-sale constraints The infinite dimensional case.txt
• Optimal consumption and portfolio policies when asset prices follow a diffusion process.txt
• 新建 文本文档.txt