Solving consumption and portfolio choice problems : the state variable decomposition method
Lorenzo Garlappi; Georgios Skoulakis
| 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 |
| 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://www.econbiz.de/10008664113