Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales
type: Item
instance of: scholarly article
title: Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales
zbMATH Open document ID: 0886.90026
DOI: 10.1016/S0304-4068(96)00797-5
author: Xing Jin
author: Shuhui Deng
published in: Journal of Mathematical Economics
publication date: 1998-04-13T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 1069838
zbMATH Keywords: portfolio and consumption processes
zbMATH Keywords: short-sale prohibition
zbMATH Keywords: habit formation and consumption durability
MaRDI profile type: Publication
cites work: Q4183968
cites work: A variational problem arising in financial economics
cites work: Asset Prices in an Exchange Economy with Habit Formation
cites work: Q4085497
cites work: Optimal Consumption and Portfolio Rules with Durability and Local Substitution
cites work: Q3959169
cites work: Q4039796
cites work: Q4139359
cites work: Q3321154
full work available at URL: s0304-4068(96)00797-5
OpenAlex ID: W1974473384
description: scientific article; zbMATH DE number 1069838