A note on robustness in Merton's model of intertemporal consumption and portfolio choice
Year of publication: |
2002
|
---|---|
Authors: | Trojani, Fabio ; Vanini, Paolo |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 26.2002, 3, p. 423-435
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Learning and Asset Prices under Ambiguous Information
Leippold, Markus, (2006)
-
Efficient Portfolios with Endogenous Liabilities
Leippold, Markus, (2003)
-
Equilibrium Impact of Value-At-Risk
Leippold, Markus, (2003)
- More ...