Optimal portfolio and consumption decisions in a stochastic environment with precommitment
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References listed on IDEAS
- Milton Friedman, 1957. "Introduction to "A Theory of the Consumption Function"," NBER Chapters,in: A Theory of the Consumption Function, pages 1-6 National Bureau of Economic Research, Inc.
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"Optimum consumption and portfolio rules in a continuous-time model,"
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"Lifetime Portfolio Selection by Dynamic Stochastic Programming,"
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- Arrow, Kenneth J. & Kurz, Mordecai, 1969. "Optimal consumer allocation over an infinite horizon," Journal of Economic Theory, Elsevier, vol. 1(1), pages 68-91, June.
- Bismut, Jean-Michel, 1975. "Growth and optimal intertemporal allocation of risks," Journal of Economic Theory, Elsevier, vol. 10(2), pages 239-257, April.
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- repec:spr:compst:v:63:y:2006:i:1:p:151-168 is not listed on IDEAS
- U. Çakmak & S. Özekici, 2006. "Portfolio optimization in stochastic markets," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 63(1), pages 151-168, February.
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