Optimum consumption and portfolio rules in a continuous-time model
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Publication:140187
DOI10.1016/0022-0531(71)90038-XzbMATH Open1011.91502OpenAlexW2005158847WikidataQ56763520 ScholiaQ56763520MaRDI QIDQ140187FDOQ140187
Authors: Robert C. Merton, Robert C. Merton 
Publication date: December 1971
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(71)90038-x
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- Risk management for international portfolios with basket options: A multi-stage stochastic programming approach
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- Long-term strategic asset allocation with inflation risk and regime switching
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- An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints
- On Merton’s Problem for Life Insurers
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