Tsintzos, Panagiotis; Dergiades, Theologos - In: Economic Modelling 28 (2011) 1-2, pp. 67-73
In a continuous time model, a representative household has to allocate its investment and consumption in an optimal manner under conditions of uncertainty. In the present study it is hypothesized that there are two types of assets: a risk-free and a risky asset. The risk-free asset is assumed to...
