Optimal consumption and portfolio choice with borrowing constraints

Name

optimalconsumpti00vila.pdf

Size

1.68 MB

Format

Adobe PDF

Checksum (MD5)

b5101e9317a1f91903ccff4bc80b6a03

Author(s)

Vila, Jean-Luc.

•

Zariphopoulou, Thaleia

Date Issued

1994

Publisher

Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology

Series/Report no.

Working paper (Sloan School of Management) ; 3650.

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