Work

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

Year: 1991

Type: article

Source: Journal of Economic Theory

DOI: 10.1016/0022-0531(91)90123-l

Authors: Hua He, Neil D Pearson

Institutions: University of California, Berkeley, University of Rochester

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2018172082

FWCI: 16.02

Cites: 40

Cited by: 436

Related to: 10