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Optimum consumption and portfolio rules in a continuous-time model | Researchclopedia

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Optimum consumption and portfolio rules in a continuous-time model

19716,125 citationsJournal Article

Authors

Robert C. Merton · Massachusetts Institute of Technology

Topics & Keywords

Economic theories and models Stochastic processes and financial applications Risk and Portfolio Optimization

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Journal of Economic Theory

Volume 3, Issue 4, pp. 373-413

DOI: 10.1016/0022-0531(71)90038-x

Field-Weighted Citation Impact: 58.10