Optimal portfolio and consumption decisions in a stochastic environment with precommitment

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 1995

Volume: 19

Issue: 3

Pages: 457-480

Authors (2)

Ehrlich, Isaac (National Bureau of Economic Re...) Hamlen, William Jr. (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count