Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case1
type: Item
instance of: scholarly article
title: Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case1
zbMATH Open document ID: 0900.90142
author: Hua He
author: Neil D. Pearson
published in: Mathematical Finance
publication date: 1997-08-31T00:00:00Z
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1040326
zbMATH Keywords: consumption
zbMATH Keywords: portfolio policies
zbMATH Keywords: martingale
zbMATH Keywords: incomplete markets
zbMATH Keywords: short-sale
MaRDI profile type: Publication
full work available at URL: j.1467-9965.1991.tb00012.x
OpenAlex ID: W3122045776
cites work: Optimal consumption and portfolio policies when asset prices follow a diffusion process
cites work: Stochastic equilibria with incomplete financial markets
cites work: Equilibrium in incomplete markets. II: Generic existence in stochastic economies
cites work: Martingales and arbitrage in multiperiod securities markets
cites work: The Structure of Intertemporal Preferences under Uncertainty and Time Consistent Plans
cites work: Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
cites work: Q3818127
cites work: Linear Inequalities and Related Systems. (AM-38)
DOI: 10.1111/J.1467-9965.1991.TB00012.X
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description: scientific article; zbMATH DE number 1040326