In this paper, we consider an intertemporal portfolio problem in the presence of liability constraints.
Professor of Finance, EDHEC Business SchoolScientific Director, EDHEC Risk and Asset Management Research Centre
|Type :||Working paper|
|Date :||le 06/03/2006|
|Extra information :||For more information, please contact Séverine Anjubault, EDHEC Research and Development Department [ firstname.lastname@example.org ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.|
|Research Cluster :||Finance|