Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions

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Publication:5605639


DOI10.2307/1912196zbMath0205.48902MaRDI QIDQ5605639

Nils H. Hakansson

Publication date: 1970

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912196


91B16: Utility theory

91B42: Consumer behavior, demand theory

91G10: Portfolio theory


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