PROBLEM OF OPTIMAL CONSUMPTION AND INVESTMENT POLICIES OVER TIME

被引:2
作者
HAGEN, KP [1 ]
机构
[1] NORWEGIAN SCH ECON & BUSINESS ADM,BERGEN,NORWAY
来源
SWEDISH JOURNAL OF ECONOMICS | 1972年 / 74卷 / 02期
关键词
D O I
10.2307/3439232
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:201 / 219
页数:19
相关论文
共 16 条
[1]  
Arrow K. J., 1965, ASPECTS THEORY RISK
[2]  
DREZE JH, 1969, 6906 U CATH LOUV COR
[3]  
FAMA EF, TO BE PUBLISHED
[4]  
Fisher I., 1930, THEORY INTEREST
[5]  
HAKANSON NH, 1966, 101 U CAL WEST MAN I
[6]  
KOOPMANS T, 1960, ECONOMETRICA, V8, P287
[7]   SAVING AND UNCERTAINTY - PRECAUTIONARY DEMAND FOR SAVING [J].
LELAND, HE .
QUARTERLY JOURNAL OF ECONOMICS, 1968, 82 (03) :465-473
[8]   OPTIMAL MULTIPERIOD PORTFOLIO POLICIES [J].
MOSSIN, J .
JOURNAL OF BUSINESS, 1968, 41 (02) :215-229
[9]   THE ACCUMULATION OF RISKY CAPITAL - A SEQUENTIAL UTILITY ANALYSIS [J].
PHELPS, ES .
ECONOMETRICA, 1962, 30 (04) :729-743
[10]   RISK-AVERSION IN THE SMALL AND IN THE LARGE [J].
PRATT, JW .
ECONOMETRICA, 1964, 32 (1-2) :122-136