A wealth-dependent investment opportunity set : its effect on optimal consumption and portfolio decisions
Year of publication: |
2003
|
---|---|
Authors: | Choi, Sungsub ; Koo, Hyeng-keun ; Shim, Gyoocheol ; Zariphopoulou-Souganidis, Thaleia |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 4.2003, 2, p. 427-469
|
Subject: | Portfolio-Management | Portfolio selection | Portfolio-Investition | Foreign portfolio investment | Vermögenseffekt | Wealth effect | Theorie | Theory |
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