Optimal consumption and portfolio rules with durability and habit formation (Q673262)
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scientific article; zbMATH DE number 985473
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| English | Optimal consumption and portfolio rules with durability and habit formation |
scientific article; zbMATH DE number 985473 |
Statements
Optimal consumption and portfolio rules with durability and habit formation (English)
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28 February 1997
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Local substitution
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Habit formation
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Free boundary
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Singular control
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optimal allocation
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free-boundary singular control
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discrete parameter Markov chain control
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0.9137548208236694
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0.887917160987854
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0.8606873750686646
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0.8520837426185608
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