Robust consumption and portfolio choice with habit formation, the spirit of capitalism and recursive utility
Haijun Wang (School of Mathematics, Shanghai University of Finance & Economics, Shanghai, China, Shanghai Key Laboratory of Financial Information Technology) and L. Steven Hou (Department of Mathematics, Iowa State University, Ames, United States)
| Year of publication: |
2015
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|---|---|
| Authors: | Wang, Haijun ; Hou, L. Steven |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 16.2015, 2, p. 393-416
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| Subject: | Consumption and portfolio choice | Habit formation | The spirit of capitalism | Recursive utility | Robustness | Portfolio-Management | Portfolio selection | Konsumtheorie | Consumption theory | Kapitalismus | Capitalism | Nutzen | Utility | Intertemporale Entscheidung | Intertemporal choice | Nutzenfunktion | Utility function | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011428180