Parametric Portfolio Policies in the Surplus Consumption Ratio

E-ISSN： 1468-2443|15|2|257-282

ISSN： 1369-412x

Source： INTERNATIONAL REVIEW OF FINANCE, Vol.15, Iss.2, 2015-06, pp. : 257-282

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Non-addictive habits: optimal consumption-portfolio policies

By Detemple J.B. Karatzas I.

Journal of Economic Theory, Vol. 113, Iss. 2, 2003-12 ,pp. : 265-285

Elsevier

Access to resources Recommend Favorite

Household own-consumption and grain marketable surplus in China

By Davis John Zong Ping

Applied Economics, Vol. 34, Iss. 8, 2002-05 ,pp. : 969-974

Routledge Ltd

Access to resources Recommend Favorite

Optimal consumption-portfolio choices and retirement planning

By Bodie Z. Detemple J.B. Otruba S. Walter S.

Journal of Economic Dynamics and Control, Vol. 28, Iss. 6, 2004-03 ,pp. : 1115-1148

Elsevier

Access to resources Recommend Favorite

Optimal Consumption and Portfolio Selection with Stochastic Differential Utility

By Schroder M. Skiadas C.

Journal of Economic Theory, Vol. 89, Iss. 1, 1999-11 ,pp. : 68-126

Academic Press

Access to resources Recommend Favorite

Optimal Consumption and Portfolio Choice with Borrowing Constraints

By Vila J.L. Zariphopoulou T.

Journal of Economic Theory, Vol. 77, Iss. 2, 1997-12 ,pp. : 402-431

Academic Press

Access to resources Recommend Favorite