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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=147321
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