Nora, Gavira Durón; Francisco, Venegas Martínez - In: Contaduría y Administración 56 (2011) 2, pp. 151-172
This research develops, under the assumption of complete markets, a stochastic model that explains the decision making process of a rational consumer-investor selecting a portfolio in a market risk environment subject to his budget constraint. The proposed model is developed in the framework of...