Title of article
Non-addictive habits: optimal consumption-portfolio policies
Author/Authors
Jérôme B. Detemple، نويسنده , , Ioannis Karatzas، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2003
Pages
21
From page
265
To page
285
Keywords
Asian capped options , Habit formation , Non-addiction , Constrained consumption-portfolio optimization , Stoppingtimes , Recursive (backward) stochastic equations and inequalities
Journal title
Journal of Economic Theory
Serial Year
2003
Journal title
Journal of Economic Theory
Record number
147321
Link To Document