Optimal consumption and portfolio choice with borrowing constraints
Year of publication: |
1997
|
---|---|
Authors: | Vila, Jean-Luc |
Other Persons: | Zariphopoulou-Souganidis, Thaleia (contributor) |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 77.1997, 2, p. 402-431
|
Subject: | Portfolio-Management | Portfolio selection | Konsumtheorie | Consumption theory | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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