Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup> (Q4345934)
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scientific article; zbMATH DE number 1040347
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| English | Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup> |
scientific article; zbMATH DE number 1040347 |
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Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup> (English)
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31 August 1997
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habit formation
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consumption-portfolio policies
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Ito processes
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recursive integral equations
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0.8674700856208801
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0.8520837426185608
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0.8461134433746338
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