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Consumption-portfolio optimization
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logarithmic preferences
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myopic decision making
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separation
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KORN, RALF
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International Journal of Theoretical and Applied Finance (IJTAF)
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International journal of theoretical and applied finance
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A CONCISE CHARACTERIZATION OF OPTIMAL CONSUMPTION WITH
LOGARITHMIC
PREFERENCES
KORN, RALF
;
SEIFRIED, FRANK THOMAS
- In:
International Journal of Theoretical and Applied …
16
(
2013
)
06
,
pp. 1350035-1
ambiguity, we show that the optimal consumption decision of an agent with
logarithmic
preferences
can be separated from the …
Persistent link: https://www.econbiz.de/10011011277
Saved in:
2
A concise characterization of optimal consumption with
logarithmic
preferences
Korn, Ralf
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-7
Persistent link: https://www.econbiz.de/10010197180
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