Leibniz Institute for Financial Research SAFE
Research Infrastructure for Financial Data
    • English
    • Deutsch
  • English 
    • English
    • Deutsch
  • Login
Search 
  •   FiF Home
  • Search
  •   FiF Home
  • Search
JavaScript is disabled for your browser. Some features of this site may not work without it.
HoF Logo

Search

Show Advanced FiltersHide Advanced Filters

Filters

Use filters to refine the search results.

Now showing items 1-1 of 1

  • Sort Options:
  • Relevance
  • Title Asc
  • Title Desc
  • Issue Date Asc
  • Issue Date Desc
  • Results Per Page:
  • 5
  • 10
  • 20
  • 40
  • 60
  • 80
  • 100
Thumbnail

Consumption-Portfolio Choice with Preferences for Cash 

Kraft, Holger; Weiss, Farina (2018-07-12)
This paper studies a consumption-portfolio problem where money enters the agent's utility function. We solve the corresponding Hamilton-Jacobi-Bellman equation and provide closed-form solutions for the optimal consumption ...
© 2021  SAFE  hebis Logo
Leibniz Gemeinschaft
About  Data Protection
 

 

Browse

All of FiFCommunities & CollectionsIssue DateAuthorsTitlesResearch AreaJEL ClassificationKeywordsPublication Types

My Account

LoginRegister

Discover

Author
Kraft, Holger (1)
Weiss, Farina (1)Research AreaHousehold Finance (1)... View MoreJEL ClassificationC61 (1)
G11 (1)
TopicConsumption (1)
Monetary Policy (1)
Saving and Borrowing (1)Keyword
consumption-portfolio choice (1)
money in the utility function (1)stochastic control (1)... View MoreDate Issued2018 (1)Has File(s)Yes (1)
© 2021  SAFE  hebis Logo
Leibniz Gemeinschaft
About  Data Protection