Non-addictive habits: optimal consumption-portfolio policies.
type: Item
instance of: scholarly article
title: Non-addictive habits: optimal consumption-portfolio policies.
zbMATH Open document ID: 1157.91395
DOI: 10.1016/S0022-0531(03)00099-1
author: Jérôme Detemple
author: Ioannis Karatzas
published in: Journal of Economic Theory
publication date: 2004-02-03T00:00:00Z
Mathematics Subject Classification ID: 91B42
zbMATH DE Number: 2037166
zbMATH Keywords: Habit formation
zbMATH Keywords: Non-addiction
zbMATH Keywords: Constrained consumption-portfolio
zbMATH Keywords: optimization
zbMATH Keywords: Stopping times
zbMATH Keywords: Recursive (backward) stochastic equations and inequalities
zbMATH Keywords: Asian
zbMATH Keywords: capped options
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2037166