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Optimal consumption and portfolio rules with durability and local substitution

Author(s)
Hindy, Ayman; Huang, Chi-fu
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Sloan School of Management.
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Description
"November 1989, Revised November 1991."
Date issued
1991
URI
http://hdl.handle.net/1721.1/48630
Publisher
Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
optimalconsumptix91hind
Series/Report no.
Working paper (Sloan School of Management) ; 3367-92.

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  • Sloan Working Papers

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