OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS

被引:220
作者
HAKANSSO.NH
机构
关键词
D O I
10.2307/1912196
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:587 / &
相关论文
共 13 条
[1]  
ACZEL J, 1966, LECTURES FUNCTIONAL
[2]  
Bellman R.E, 1957, DYNAMIC PROGRAMMING
[3]  
FARRELL MJ, 1959, ECONOMIC J
[4]  
Fisher I., 1930, THEORY INTEREST
[5]  
Friedman M., 1957, THEORY CONSUMPTION F
[6]  
HAKANSSON N, 1966, THESIS U CALIFORNIA
[7]  
HAKANSSON N, 1970, J FINANCIAL QUANTITA
[8]  
HAKANSSON N, 1966, 101 U CAL LOS ANG WE
[9]  
HAKANSSON NH, 1969, J FINANCIAL QUANTITA
[10]  
MODIGLIANI F, 1954, POST KEYNESIAN ECONO