Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions

DOI10.2307/1912196zbMath0205.48902OpenAlexW3122636141MaRDI QIDQ5605639

Nils H. Hakansson

Publication date: 1970

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912196

Mathematics Subject Classification ID

Utility theory (91B16) Consumer behavior, demand theory (91B42) Portfolio theory (91G10)

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