OPTIMAL CONSUMPTION POLICY UNDER UNCERTAIN INCOME

被引：11

作者：

MENDELSON, H

AMIHUD, Y

机构：

[1] TEL AVIV UNIV,FAC MANAGEMENT,TEL AVIV,ISRAEL

[2] NYU,GRAD SCH BUSINESS,NEW YORK,NY 10006

来源：

MANAGEMENT SCIENCE | 1982年 / 28卷 / 06期

关键词：

D O I：

10.1287/mnsc.28.6.683

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：683 / 697

页数：15

共 34 条

[1] INFINITE HORIZON INVESTMENT-CONSUMPTION POLICIES [J].

ABRAMS, RA ;

KARMARKAR, US .

MANAGEMENT SCIENCE, 1979, 25 (10) :1005-1013

[2]

ANDO A, 1963, AM ECON REV, V53, P55

[3]

Arrow K. J., 1965, ASPECTS THEORY RISK

[4] OPTIMAL ECONOMIC GROWTH AND UNCERTAINTY - DISCOUNTED CASE [J].

BROCK, WA ;

MIRMAN, LJ .

JOURNAL OF ECONOMIC THEORY, 1972, 4 (03) :479-513

[5]

CHUNG KL, 1968, COURSE PROBABILITY T

[6]

FAMA EF, 1970, AM ECON REV, V60, P163

[7]

Friedman Milton, 1957, THEORY CONSUMPTION F

[8] OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS [J].

HAKANSSO.NH .

ECONOMETRICA, 1970, 38 (05) :587-&

[9]

KLEIN LR, 1957, I STATIST OXFORD B, V19, P151

[10] SAVINGS AND CONSUMPTION WITH AN UNCERTAIN HORIZON [J].

LEVHARI, D ;

MIRMAN, LJ .

JOURNAL OF POLITICAL ECONOMY, 1977, 85 (02) :265-281

← 1 2 3 4 →