Consumption-Portfolio Choice with Preferences for Cash
Year of publication: |
2017
|
---|---|
Authors: | Kraft, Holger ; Weiss, Farina |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, SAFE - Sustainable Architecture for Finance in Europe |
Subject: | consumption-portfolio choice | money in the utility function | stock demand | stochastic control |
Series: | SAFE Working Paper ; 181 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.3034165 [DOI] 898535425 [GVK] hdl:10419/168648 [Handle] RePEc:zbw:safewp:181 [RePEc] |
Classification: | G11 - Portfolio Choice ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: |
-
Consumption-Portfolio Choice with Preferences for Cash
Kraft, Holger, (2017)
-
Consumption-portfolio choice with preferences for cash
Kraft, Holger, (2017)
-
Consumption-portfolio choice with preferences for cash
Kraft, Holger, (2019)
- More ...
-
Growth options and firm valuation
Kraft, Holger, (2017)
-
Predictors and portfolios over the life cycle: Skill vs. luck
Kraft, Holger, (2017)
-
Growth options and firm valuation
Kraft, Holger, (2013)
- More ...