Optimum consumption and portfolio rules in a continuous-time model
- 1 December 1971
- journal article
- Published by Elsevier in Journal of Economic Theory
- Vol. 3 (4) , 373-413
- https://doi.org/10.1016/0022-0531(71)90038-x
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher MomentsThe Review of Economic Studies, 1970
- Optimal Investment and Consumption Strategies Under Risk for a Class of Utility FunctionsEconometrica, 1970
- The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual fundsJournal of Economic Theory, 1970
- Lifetime Portfolio Selection By Dynamic Stochastic ProgrammingThe Review of Economics and Statistics, 1969
- Lifetime Portfolio Selection under Uncertainty: The Continuous-Time CaseThe Review of Economics and Statistics, 1969