Optimal consumption and portfolio selection with stochastic differential utility
Year of publication: |
1999
|
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Authors: | Schroder, Mark D. ; Skiadas, Costis |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 89.1999, 1, p. 68-126
|
Subject: | Portfolio-Management | Portfolio selection | Nutzen | Utility | Präferenztheorie | Theory of preferences | Theorie | Theory |
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