Deterministic mean-variance-optimal consumption and investment

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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@article{1965c75bf28b450995c342eaa5a08d50,

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

author = "Marcus Christiansen and Mogens Steffensen",

year = "2013",

doi = "10.1080/17442508.2013.801972",

language = "English",

volume = "85",

pages = "620--636",

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

issn = "1744-2508",

publisher = "Gordon and Breach Science Publishers",

number = "4",

}

TY - JOUR

T1 - Deterministic mean-variance-optimal consumption and investment

AU - Christiansen, Marcus

AU - Steffensen, Mogens

PY - 2013

Y1 - 2013

U2 - 10.1080/17442508.2013.801972

DO - 10.1080/17442508.2013.801972

M3 - Article

SN - 1744-2508

VL - 85

SP - 620

EP - 636

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

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

IS - 4

ER -