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~isPartOf:"IFS working paper"
~isPartOf:"Journal of mathematical economics"
~subject:"Einkommenshypothese"
~subject:"Portfolio selection"
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Einkommenshypothese
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Optimal consumption sequences under habit formation and satiation
Dubra, Juan
;
Egozcue, Martín
;
García, Luis Fuentes
- In:
Journal of mathematical economics
80
(
2019
),
pp. 70-76
Persistent link: https://www.econbiz.de/10012105716
Saved in:
2
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
Framstad, Nils Chr.
;
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Journal of mathematical economics
35
(
2001
)
2
,
pp. 233-257
Persistent link: https://www.econbiz.de/10001567651
Saved in:
3
Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation
Yang, Yunhong
- In:
Journal of mathematical economics
33
(
2000
)
2
,
pp. 135-153
Persistent link: https://www.econbiz.de/10001450115
Saved in:
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