The structure of optimal consumption streams in general incomplete markets

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Author
Malamud, Semyon
Trubowitz, Eugene
Date
2007
Type
    Journal Article
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-b-000004713
Publication status
published
External links
Journal / series
Mathematics and Financial Economics
Volume
1(2)
Pages / Article No.
129 - 161
Publisher
Springer
Subject
Optimal consumption stream; Incomplete markets; Idiosyncratic risk; Convexity; Marginal propensity to consume
Organisational unit
03212 - Trubowitz, Eugene (emeritus)  
03793 - Malamud, Semyon  
Notes
Received: 15 May 2007. Accepted: 20 September 2007. Published online: 1 November 2007.. It was possible to publish this article open access thanks to a Swiss National Licence with the publisher
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