Optimal portfolio and consumption decisions in a stochastic environment with precommitment

Isaac Ehrlich () and William Hamlen

Journal of Economic Dynamics and Control, 1995, vol. 19, issue 3, pages 457-480

Date: 1995

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Persistent link: http://EconPapers.repec.org/RePEc:eee:dyncon:v:19:y:1995:i:3:p:457-480

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Journal of Economic Dynamics and Control is edited by J. Bullard, C. Chiarella, C. H. Hommes, P. N. Ireland, T. Cogley and M. Juillard

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