Deterministic mean-variance-optimal consumption and investment

Marcus Christiansen, Mogens Steffensen

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	620-636
Journal	Stochastics: An International Journal of Probability and Stochastic Processes
Volume	85
Issue number	4
DOIs	https://doi.org/10.1080/17442508.2013.801972
Publication status	Published - 2013

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title = "Deterministic mean-variance-optimal consumption and investment",

author = "Marcus Christiansen and Mogens Steffensen",

year = "2013",

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language = "English",

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journal = "Stochastics: An International Journal of Probability and Stochastic Processes",

issn = "1744-2508",

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T1 - Deterministic mean-variance-optimal consumption and investment

AU - Christiansen, Marcus

AU - Steffensen, Mogens

PY - 2013

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DO - 10.1080/17442508.2013.801972

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JO - Stochastics: An International Journal of Probability and Stochastic Processes

JF - Stochastics: An International Journal of Probability and Stochastic Processes

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