IDEAS home Printed from https://ideas.repec.org/a/eee/jetheo/v46y1988i2p395-401.html
   My bibliography  Save this article

A note on Merton's "Optimum Consumption and Portfolio Rules in a continuous-Time Model"

Author

Listed:
  • Sethi, Suresh P.
  • Taksar, Michael

Abstract

No abstract is available for this item.

Suggested Citation

  • Sethi, Suresh P. & Taksar, Michael, 1988. "A note on Merton's "Optimum Consumption and Portfolio Rules in a continuous-Time Model"," Journal of Economic Theory, Elsevier, vol. 46(2), pages 395-401, December.
    • Handle: RePEc:eee:jetheo:v:46:y:1988:i:2:p:395-401
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0022-0531(88)90138-X
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Martin Herdegen & David Hobson & Joseph Jerome, 2020. "An elementary approach to the Merton problem," Papers 2006.05260, arXiv.org, revised Mar 2021.
    2. A. Cadenillas & S. P. Sethi, 1997. "Consumption-Investment Problem with Subsistence Consumption, Bankruptcy, and Random Market Coefficients," Journal of Optimization Theory and Applications, Springer, vol. 93(2), pages 243-272, May.
    3. Johannes Gerer & Gregor Dorfleitner, 2016. "A Note On Utility Indifference Pricing," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(06), pages 1-17, September.
    4. Wälde, Klaus, 1999. "A Poisson-Ramsey growth model: Creative destruction, endogenous cycles and growth," Technical Reports 1999,32, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    5. Mariani, Francesca & Recchioni, Maria Cristina & Ciommi, Mariateresa, 2019. "Merton’s portfolio problem including market frictions: A closed-form formula supporting the shadow price approach," European Journal of Operational Research, Elsevier, vol. 275(3), pages 1178-1189.
    6. Guiyuan Ma & Song-Ping Zhu, 2022. "Revisiting the Merton Problem: from HARA to CARA Utility," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 651-686, February.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jetheo:v:46:y:1988:i:2:p:395-401. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/622869 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.