Optimal consumption choices for a 'large' investor

Journal of Economic Dynamics and Control

Volumn 22, Issue 3, 1998, Pages 401-436

  Cuoco, Domenico ^a   Cvitanić, Jakša ^b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b Columbia University ^*  (United States)

Author keywords

Investment problem; Optimal consumption

Indexed keywords

EID: 0032017780     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(97)00065-1     Document Type: Article

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