Consumption-Investment Strategies

  • Robert J. Elliott
  • P. Ekkehard Kopp
Part of the Springer Finance book series (FINANCE)


The results of this chapter are a presentation of the comprehensive, fundamental, and elegant contributions of Karatzas, Lehoczky, Sethi, and Shreve. See, for example, the papers [157] through [161].


Utility Function Utility Maximization Trading Strategy Risky Asset Initial Endowment 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media New York 1999

Authors and Affiliations

  • Robert J. Elliott
    • 1
  • P. Ekkehard Kopp
    • 2
  1. 1.Department of Mathematical SciencesUniversity of AlbertaEdmontonCanada
  2. 2.Pro-Vice-Chancellors’ OfficeThe University of HullHullUK

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