OPTIMAL CONSUMPTION AND INVESTMENT POLICIES ALLOWING CONSUMPTION CONSTRAINTS AND BANKRUPTCY

被引：34

作者：

LEHOCZKY, J ^{[1
]}

SETHI, S ^{[1
]}

SHREVE, S ^{[1
]}

机构：

[1] UNIV TORONTO,FAC MANAGEMENT STUDIES,TORONTO M5S 1V4,ONTARIO,CANADA

来源：

关键词：

D O I：

10.1287/moor.8.4.613

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：613 / 636

页数：24

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