Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales (Q1367868): Difference between revisions
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| Property / cites work: Q4183968 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0304-4068(96)00797-5 / rank | |||
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Latest revision as of 09:04, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales |
scientific article |
Statements
Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales (English)
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13 April 1998
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portfolio and consumption processes
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short-sale prohibition
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habit formation and consumption durability
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