Optimal consumption of a divisible durable good
type: Item
instance of: scholarly article
title: Optimal consumption of a divisible durable good
zbMATH Open document ID: 1031.91045
DOI: 10.1016/S0165-1889(99)00003-2
author: Domenico Cuoco
author: Hong Liu
publication date: 2002-07-29T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B42
Mathematics Subject Classification ID: 91B54
zbMATH DE Number: 1770793
zbMATH Keywords: optimal consumption
zbMATH Keywords: investment
zbMATH Keywords: continuous-time economy
zbMATH Keywords: isoelastic utility function
zbMATH Keywords: geometric Brownian motion
zbMATH Keywords: optimal policy
zbMATH Keywords: value function
zbMATH Keywords: stochastic portfolio weights
MaRDI profile type: Publication
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published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 1770793