Optimal Consumption Choices for a "Large" Investor.

This paper examines the optimal consumption and investment problem for a "large" investor, whose portfolio choices affect the instantaneous expected returns on the traded assets.

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Year of publication:	1996
Authors:	Cuoco, D. ; Cvitanic, J.
Institutions:	Rodney L. White Center for Financial Research, Wharton School of Business
Subject:	CONSUMPTION \| INVESTMENTS \| INTERNATIONAL FINANCE \| FINANCIAL MARKET

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Series:	Rodney L. White Center for Financial Research Working Papers.
Type of publication:	Book / Working Paper
Notes:	30 pages
Classification:	G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005245231