Consumption-portfolio choice with preferences for cash
Year of publication: |
2019
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Authors: | Kraft, Holger ; Weiss, Farina |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 98.2019, p. 40-59
|
Subject: | Consumption-portfolio choice | Money in the utility function | Recursive utility | Stochastic control | Stock demand | Portfolio-Management | Portfolio selection | Nutzen | Utility | Nutzenfunktion | Utility function | Präferenztheorie | Theory of preferences |
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