Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales
Year of publication: |
1997
|
---|---|
Authors: | Jin, Xing |
Other Persons: | Deng, Shuhui (contributor) |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 28.1997, 2, p. 187-205
|
Subject: | Konsumtheorie | Consumption theory | Portfolio-Management | Portfolio selection | Theorie | Theory |
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