Optimum consumption and portfolio rules in a continuous-time model

DOI10.1016/0022-0531(71)90038-xzbMath1011.91502OpenAlexW2005158847WikidataQ56763520 ScholiaQ56763520MaRDI QIDQ140187

Robert C. Merton, Robert C. Merton

Publication date: December 1971

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(71)90038-x

Mathematics Subject Classification ID

Utility theory (91B16) Portfolio theory (91G10)

Cites Work

• Stochastic stability and control
• Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
• The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
• On a Formula Concerning Stochastic Differentials
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item