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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Detemple, Jérôme B."
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Detemple, Jérôme B.
Zhou, Xun Yu
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Muhle-Karbe, Johannes
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The review of financial studies
4
The journal of finance : the journal of the American Finance Association
2
Financial engineering
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economic theory
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The handbook of post crisis financial modelling
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Working paper / European Institute for Advanced Studies in Management
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Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 539-568
Persistent link: https://www.econbiz.de/10003121127
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2
Optimal consumption-portfolio policies with habit formation
Detemple, Jérôme B.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 251-274
Persistent link: https://www.econbiz.de/10001143972
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