Solving Consumption and Portfolio Choice Problems: The State Variable Decomposition Method
| Year of publication: |
2013
|
|---|---|
| Authors: | Garlappi, Lorenzo ; Skoulakis, Georgios |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 23.2013, 9 (8.5.), p. 3346-3345
|