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
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 03:06, 5 March 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)
0 references
13 April 1998
0 references
portfolio and consumption processes
0 references
short-sale prohibition
0 references
habit formation and consumption durability
0 references
