Optimal Consumption and Portfolio Rules with Durability and Local Substitution (Q5289301)
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scientific article; zbMATH DE number 279330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Consumption and Portfolio Rules with Durability and Local Substitution |
scientific article; zbMATH DE number 279330 |
Statements
Optimal Consumption and Portfolio Rules with Durability and Local Substitution (English)
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22 August 1993
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periodic consumption
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singular control
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free boundary problems
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equilibrium risk premium
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optimal consumption
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portfolio choice
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durable goods
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geometric Brownian motion process
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