Optimal portfolio and consumption decisions in a stochastic environment with precommitment
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Publication:673797
DOI10.1016/0165-1889(94)00790-OzbMATH Open0900.90034OpenAlexW3121422545MaRDI QIDQ673797FDOQ673797
Authors: Isaac Ehrlich, William A. jun. Hamlen 
Publication date: 28 February 1997
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1889(94)00790-o
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Cites Work
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- An Intertemporal Capital Asset Pricing Model
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- Optimal Control Systems with Stochastic Boundary Conditions and State Equations
- Optimal portfolio and consumption decisions in a stochastic environment with precommitment
Cited In (5)
- Optimal consumption and portfolio choice with ambiguity and anticipation
- Portfolio optimization in stochastic markets
- Portfolio selection in stochastic markets with exponential utility functions
- Preface: Decision making and risk/return optimization in financial economics
- Optimal portfolio and consumption decisions in a stochastic environment with precommitment
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