Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
type: Item
instance of: scholarly article
title: Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
zbMATH Open document ID: 1181.91299
author: Claus Munk
publication date: 2010-01-19T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 5660334
zbMATH Keywords: habit formation
zbMATH Keywords: optimal consumption and portfolio
zbMATH Keywords: intertemporal hedging
zbMATH Keywords: mean reversion in stock prices
zbMATH Keywords: stochastic interest rates
MaRDI profile type: Publication
full work available at URL: j.jedc.2008.02.005
OpenAlex ID: W3122207321
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DOI: 10.1016/J.JEDC.2008.02.005
published in: Journal of Economic Dynamics and Control
description: scientific article