Robustly Strategic Consumption–Portfolio Rules with Informational Frictions
Published Online:13 Oct 2016https://doi.org/10.1287/mnsc.2016.2553
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mnsc.2016.2553-sm.pdf (202 KB)
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Volume 63, Issue 12
December 2017
Pages 3999-4446
Article Information
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- Received:August 26, 2015
- Accepted:April 25, 2016
- Published Online:October 13, 2016
Copyright © 2016, INFORMS
Cite as
Yulei Luo (2016) Robustly Strategic Consumption–Portfolio Rules with Informational Frictions. Management Science 63(12):4158-4174.
https://doi.org/10.1287/mnsc.2016.2553
Keywords
