Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case

Hua He and Neil D. Pearson

Journal of Economic Theory, 1991, vol. 54, issue 2, 259-304

Date: 1991
References: Add references at CitEc
Citations: View citations in EconPapers (140)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0022-0531(91)90123-L
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case (1989)
Working Paper: Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Infinite Dimensional Case (1989)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jetheo:v:54:y:1991:i:2:p:259-304

Access Statistics for this article

Journal of Economic Theory is currently edited by A. Lizzeri and K. Shell

More articles in Journal of Economic Theory from Elsevier
Bibliographic data for series maintained by Catherine Liu ().