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Optimal investment and consumption models with non-linear stock dynamics
Zariphopoulou-Souganidis, Thaleia - In: Mathematical methods of operations research 50 (1999) 2, pp. 271-296
Persistent link: https://www.econbiz.de/10001428783
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Optimal investment-consumption models with constraints
Zariphopoulou-Souganidis, Thaleia - 1989
Persistent link: https://www.econbiz.de/10000803308
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Optimal consumption and portfolio choice with borrowing constraints
Vila, Jean-Luc - In: Journal of economic theory 77 (1997) 2, pp. 402-431
Persistent link: https://www.econbiz.de/10001233282
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Optimal investment with undiversifiable income risk
Duffie, Darrell - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 135-148
Persistent link: https://www.econbiz.de/10001333349
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Optimal consumption and portfolio choice with borrowing constraints
Vila, Jean-Luc; Zariphopoulou-Souganidis, Thaleia - 1994
Persistent link: https://www.econbiz.de/10000960307