Portfolio and consumption decisions with the consumption habit constraints
type: Item
instance of: scholarly article
title: Portfolio and consumption decisions with the consumption habit constraints
zbMATH Open document ID: 1224.91133
author: Bing Cheng
author: Xianhua Wei
published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods
publication date: 2009-02-04T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 5502856
zbMATH Keywords: investment
zbMATH Keywords: consumption habit
zbMATH Keywords: intertemporal asset pricing
zbMATH Keywords: portfolio insurance
MaRDI profile type: Publication
full work available at URL: j.na.2005.03.007
OpenAlex ID: W3123402376
cites work: Optimal consumption and portfolio policies when asset prices follow a diffusion process
cites work: Non-addictive habits: optimal consumption-portfolio policies.
cites work: Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
cites work: Q4794152
DOI: 10.1016/J.NA.2005.03.007
description: scientific article; zbMATH DE number 5502856