A note on robustness in Merton's model of intertemporal consumption and portfolio choice (Q5958593)
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scientific article; zbMATH DE number 1715605
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on robustness in Merton's model of intertemporal consumption and portfolio choice |
scientific article; zbMATH DE number 1715605 |
Statements
A note on robustness in Merton's model of intertemporal consumption and portfolio choice (English)
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3 March 2002
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log-utility
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optimal consumption-investment rules
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precautionary behaviour
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risky
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