Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation.
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Publication:1972341
DOI10.1016/S0304-4068(99)00020-8zbMath1058.91551OpenAlexW1964370209MaRDI QIDQ1972341
Publication date: 2000
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4068(99)00020-8
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