Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation. (Q1972341)

From MaRDI portal





scientific article; zbMATH DE number 1436057
Language Label Description Also known as
default for all languages
No label defined
    English
    Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.
    scientific article; zbMATH DE number 1436057

      Statements

      Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation. (English)
      0 references
      2000
      0 references
      Optimal consumption
      0 references
      Portfolio rules
      0 references
      Portfolio constraints
      0 references
      Stochastic income
      0 references
      Durability
      0 references
      Habit formation
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers