مرکز منطقه ای اطلاع رساني علوم و فناوري - Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales

Title of article :

Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales

Author/Authors :

Xing Jin، نويسنده , , Shuhui Deng، نويسنده ,

Issue Information :

ماهنامه با شماره پیاپی سال 1997

Pages :

From page :

187

To page :

205

Keywords :

Portfolio and consumption processes , Habit formation and consumptiondurability , Short-sale prohibition

Journal title :

Journal of Mathematical Economics

Serial Year :

1997

Journal title :

Journal of Mathematical Economics

Record number :

155602

Link To Document :