مرکز منطقه ای اطلاع رساني علوم و فناوري - Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation

Title of article :

Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation

Author/Authors :

Yunhong Yang، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 2000

Pages :

From page :

135

To page :

153

Keywords :

Optimal consumption , Portfolio rules , Portfolio constraints , Stochastic income , Durability , Habit formation

Journal title :

Journal of Mathematical Economics

Serial Year :

2000

Journal title :

Journal of Mathematical Economics

Record number :

155728

Link To Document :