Dynamic Consumption and Portfolio Decisions with Time Varying Asset Returns

Willi Semmler; Lars Grüne; Caroline Öhrlein

doi:10.3905/jwm.2009.12.2.021

Dynamic Consumption and Portfolio Decisions with Time Varying Asset Returns

Willi Semmler, Lars Grüne and Caroline Öhrlein

The Journal of Wealth Management Fall 2009, 12 (2) 21-47; DOI: https://doi.org/10.3905/jwm.2009.12.2.021

Willi Semmler

is professor of economics at New School for Social Research, New School in New York, NY.

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For correspondence: semmlerw@newschool.edu

Lars Grüne

is professor of applied mathematics at Universität Bayreuth in Bayreuth, Germany.

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For correspondence: lars.gruene@uni-bayreuth.de

Caroline Öhrlein

is a graduate student at Universität Bayreuth in Bayreuth, Germany.

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For correspondence: lars.gruene@uni-bayreuth.de

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vol. 12 no. 2 21-47

DOI

https://doi.org/10.3905/jwm.2009.12.2.021

Published By

Pageant Media Ltd

Print ISSN

1534-7524

Online ISSN

2374-1368

History

Published online July 31, 2009.

Author Information

Willi Semmler
1. is professor of economics at New School for Social Research, New School in New York, NY. (semmlerw{at}newschool.edu)
Lars Grüne
1. is professor of applied mathematics at Universität Bayreuth in Bayreuth, Germany. (lars.gruene{at}uni-bayreuth.de)
Caroline Öhrlein
1. is a graduate student at Universität Bayreuth in Bayreuth, Germany. (lars.gruene{at}uni-bayreuth.de)

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Dynamic Consumption and Portfolio Decisions with Time Varying Asset Returns

Willi Semmler, Lars Grüne, Caroline Öhrlein

The Journal of Wealth Management Jul 2009, 12 (2) 21-47; DOI: 10.3905/jwm.2009.12.2.021

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Dynamic Consumption and Portfolio Decisions with Time Varying Asset Returns

Willi Semmler, Lars Grüne, Caroline Öhrlein

The Journal of Wealth Management Jul 2009, 12 (2) 21-47; DOI: 10.3905/jwm.2009.12.2.021

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