DOI10.1016/j.na.2005.03.007zbMath1224.91133MaRDI QIDQ1000046
Bing Cheng, Xianhua Wei
Publication date: 4 February 2009 Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1016/j.na.2005.03.007
zbMATH Keywords
investment; portfolio insurance; consumption habit; intertemporal asset pricing
Mathematics Subject Classification ID
91B16: Utility theory
91G80: Financial applications of other theories
91G10: Portfolio theory