Optimum consumption and portfolio rules in a continuous-time model

DOI10.1016/0022-0531(71)90038-XzbMath1011.91502OpenAlexW2005158847WikidataQ56763520 ScholiaQ56763520MaRDI QIDQ140187

Publication date: December 1971

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(71)90038-x

Mathematics Subject Classification ID

Utility theory (91B16) Portfolio theory (91G10)

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