Optimal Consumption and Portfolio Rules with Durability and Local Substitution (Q5289301)

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scientific article; zbMATH DE number 279330
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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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