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Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup> - MaRDI portal

Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup> (Q4345934)

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scientific article; zbMATH DE number 1040347
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English
Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup>
scientific article; zbMATH DE number 1040347

    Statements

    title
    Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup> (English)
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    author
    Fernando Zapatero
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    Jérôme B. Detemple
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    publication date
    31 August 1997
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    zbMATH Keywords
    habit formation
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    consumption-portfolio policies
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    Ito processes
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    recursive integral equations
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    cites work
    Q4002114
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    Q3996259
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    Identifiers

    zbMATH DE Number
    1040347
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    OpenAlex ID
    W2072566091
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