Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales
| Year of publication: |
1997
|
|---|---|
| Authors: | Jin, Xing ; Deng, Shuhui |
| Published in: |
Journal of Mathematical Economics. - Elsevier, ISSN 0304-4068. - Vol. 28.1997, 2, p. 187-205
|
| Publisher: |
Elsevier |