Optimal entry and consumption under habit formation

Keyphrases

• Habit Formation 100%
• Composite Problems 100%
• Variational Inequality 50%
• Stock Prices 50%
• Value Function 50%
• Information Acquisition 50%
• Information Costs 50%
• Optimal Stopping 50%
• Viscosity Solutions 50%
• Market Information 50%
• Dynamic Investment 50%
• Entry Time 50%
• Partial Observation 50%
• Stochastic Perron's Method 50%
• Habit Formation Preference 50%
• Full Information 50%
• Information Topic 50%
• Entry Dynamics 50%
• Time to Initiate 50%

Economics, Econometrics and Finance

• Habit-Persistence Hypothesis 100%
• Investors 100%
• Information Costs 33%
• Search Theory 33%
• Stock Price 33%