On the Problem of Optimal Consumption and Investment Policies over Time

1972 ◽  
Vol 74 (2) ◽  
pp. 201 ◽  
Author(s):  
Kåre P. Hagen ◽  
Kare P. Hagen
Keyword(s):  
Optimal Consumption ◽  
Investment Policies ◽  
Optimal Consumption And Investment ◽  
Over Time

Optimal Consumption over Time when Prices and Interest Rates Follow a Markovian Process

Econometrica ◽  
1975 ◽  
Vol 43 (2) ◽  
pp. 261 ◽  
Author(s):  
A. Anastasopoulos ◽  
Stratis Kounias
Keyword(s):  
Interest Rates ◽  
Markovian Process ◽  
Optimal Consumption ◽  
Over Time

Deterministic mean-variance-optimal consumption and investment

Stochastics ◽  
2013 ◽  
Vol 85 (4) ◽  
pp. 620-636 ◽  
Author(s):  
Marcus Christiansen ◽  
Mogens Steffensen
Keyword(s):  
Optimal Consumption ◽  
Optimal Consumption And Investment ◽  
Mean Variance
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