A CONCISE CHARACTERIZATION OF OPTIMAL CONSUMPTION WITH LOGARITHMIC PREFERENCES

DOI10.1142/S0219024913500350zbMath1283.91168MaRDI QIDQ2862512

Ralf Korn, Frank Thomas Seifried

Publication date: 15 November 2013

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024913500350

zbMATH Keywords

separation; consumption-portfolio optimization; logarithmic preferences; myopic decision making

Mathematics Subject Classification ID

91G10: Portfolio theory

Related Items

Optimal investment and consumption under partial information

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