Consumption-portfolio choice with preferences for cash
type: Item
instance of: scholarly article
title: Consumption-portfolio choice with preferences for cash
zbMATH Open document ID: 1411.91367
author: Holger Kraft
author: Farina Weiss
publication date: 2019-03-27T00:00:00Z
full work available at URL: SSRN-id3034165.pdf
Mathematics Subject Classification ID: 91B42
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B08
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 7043306
zbMATH Keywords: consumption-portfolio choice
zbMATH Keywords: money in the utility function
zbMATH Keywords: stock demand
zbMATH Keywords: stochastic control
zbMATH Keywords: recursive utility
MaRDI profile type: Publication
OpenAlex ID: W2754630930
cites work: Money and Growth: The Case of Long Run Perfect Foresight
cites work: Q4794153
cites work: Stochastic Differential Utility
cites work: Optimal consumption and investment with Epstein-Zin recursive utility
cites work: Stochastic differential utility as the continuous-time limit of recursive utility
cites work: Optimum consumption and portfolio rules in a continuous-time model
Wikidata QID: Q128816181
DOI: 10.1016/J.JEDC.2018.09.006
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 7043306