An Optimal Investment/Consumption Model with Borrowing (Q3989818)

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An Optimal Investment/Consumption Model with Borrowing
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    Statements

    title
    An Optimal Investment/Consumption Model with Borrowing (English)
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    author
    Wendell H. Fleming
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    Thaleia Zariphopoulou
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    publication date
    28 June 1992
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    zbMATH Keywords
    consumption and investment decision
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    single agent
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    logarithmic Brownian motion price fluctuations
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    borrowing
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    Identifiers

    DOI
    10.1287/moor.16.4.802
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    zbMATH DE Number
    35206
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