Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales
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- Eichenbaum, Martin & Hansen, Lars Peter, 1990.
"Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data,"
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- Cox, John C. & Huang, Chi-fu, 1991. "A variational problem arising in financial economics," Journal of Mathematical Economics, Elsevier, vol. 20(5), pages 465-487. Full references (including those not matched with items on IDEAS)