Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
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Other versions of this item:
- Hua He & Neil D. Pearson, 1991. "Consumption and Portfolio Policies With Incomplete Markets and Short-Sale Constraints: the Finite-Dimensional Case," Mathematical Finance, Wiley Blackwell, vol. 1(3), pages 1-10.
- Hua He and Neil D. Pearson., 1989. "Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case," Research Program in Finance Working Papers RPF-189, University of California at Berkeley.
- Hua He and Neil D. Pearson., 1989. "Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Infinite Dimensional Case," Research Program in Finance Working Papers RPF-191, University of California at Berkeley.
References listed on IDEAS
- Grossman, Sanford J. & Vila, Jean-Luc, 1992.
"Optimal Dynamic Trading with Leverage Constraints,"
Journal of Financial and Quantitative Analysis,
Cambridge University Press, vol. 27(02), pages 151-168, June.
- Sanford J. Grossman & Jean-Juc Vila, "undated". "Optimal Dynamic Trading with Leverage Constraints," Rodney L. White Center for Financial Research Working Papers 36-89, Wharton School Rodney L. White Center for Financial Research.
- Cox, John C. & Huang, Chi-fu., 1989. "A variational problem arising in financial economics," Working papers 2110-89., Massachusetts Institute of Technology (MIT), Sloan School of Management.
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