Solving consumption and portfolio choice problems : the state variable decomposition method
Year of publication: |
2010
|
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Authors: | Garlappi, Lorenzo ; Skoulakis, Georgios |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 23.2010, 9, p. 3346-3400
|
Subject: | Portfolio-Management | Portfolio selection | Konsumtheorie | Consumption theory | Dekompositionsverfahren | Decomposition method | Theorie | Theory |
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