haku: @author Skiadas, C. / yhteensä: 5
viite: 2 / 5
| Tekijä: | Schroder, M. Skiadas, C. |
| Otsikko: | Optimal consumption and portforlio selection with stochastic differential unity |
| Lehti: | Journal of Economic Theory
1999 : NOV, VOL. 89:1, p. 68-126 |
| Asiasana: | ECONOMETRICS STOCHASTIC PROCESSES CONSUMPTION PORTFOLIO SELECTION |
| Kieli: | eng |
| Tiivistelmä: | 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. |
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