A CONCISE CHARACTERIZATION OF OPTIMAL CONSUMPTION WITH LOGARITHMIC PREFERENCES

DOI10.1142/S0219024913500350zbMath1283.91168OpenAlexW2075160594MaRDI QIDQ2862512

Ralf Korn, Frank Thomas Seifried

Publication date: 15 November 2013

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024913500350

zbMATH Keywords

separationconsumption-portfolio optimizationlogarithmic preferencesmyopic decision making

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

Optimal investment and consumption under partial information

Cites Work

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• Contingent claim valuation in a market with different interest rates
• Optimal Investments for Robust Utility Functionals in Complete Market Models
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