Consumption in incomplete markets
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00780-020-00420-9.pdf
Reference40 articles.
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3. Bick, B., Kraft, H., Munk, C.: Solving constrained consumption–investment problems by simulation of artificial market strategies. Manag. Sci. 59, 485–503 (2013)
4. Campbell, J.Y., Viceira, L.M.: Who should buy long-term bonds? Am. Econ. Rev. 91, 99–127 (2001)
5. Campbell, J.Y., Viceira, L.M.: Strategic Asset Allocation: Portfolio Choice for Long-Term Investors, 1st edn. Oxford University Press, New York (2002)
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