Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences

Stochastic Processes and their Applications

Volumn 108, Issue 2, 2003, Pages 155-202

  Schroder, Mark ^a   Skiadas, Costis ^b  

^a MICHIGAN STATE UNIVERSITY   (United States)

^b NORTHWESTERN UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0142087749     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2003.09.001     Document Type: Article

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