search query: @indexterm ECONOMETRICS / total: 250
reference: 74 / 250
Author: | Schroder, M. Skiadas, C. |
Title: | Optimal consumption and portforlio selection with stochastic differential unity |
Journal: | Journal of Economic Theory
1999 : NOV, VOL. 89:1, p. 68-126 |
Index terms: | ECONOMETRICS STOCHASTIC PROCESSES CONSUMPTION PORTFOLIO SELECTION |
Language: | eng |
Abstract: | This study develops the utility gradient approach for solving optimal consumption-portfolio selection problems in continuous-time complete markets with Brownian information and stochastic differential utility. |
SCIMA