Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy
| Year of publication: |
1992
|
|---|---|
| Authors: | Sethi, Suresh P. ; Taksar, Michael I. ; Presman, Ernst L. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 16.1992, 3-4, p. 747-768
|
| Publisher: |
Elsevier |