✦ LIBER ✦

Distribution of bankruptcy time in a consumption/portfolio problem

✍ Scribed by E. Presman; S. Sethi

Publisher: Elsevier Science
Year: 1996
Tongue: English
Weight: 369 KB
Volume: 20
Category: Article
ISSN: 0165-1889
DOI: 10.1016/0165-1889(94)00860-2

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Explicit solution of a general consumpti

Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy

✍ Suresh P. Sethi; Michael I. Taksar; Ernst L. Presman 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 966 KB

Adaptive control of a continuous-time po

Adaptive control of a continuous-time portfolio and consumption model

✍ T. E. Duncan; B. Pasik-Duncan 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 277 KB

Consumption and portfolio turnpike theor

Consumption and portfolio turnpike theorems in a continuous-time finance model

✍ Xing Jin 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 182 KB

This paper investigates consumption and portfolio turnpike theorems in a continuous-time model. When the inverse functions of the derivative of utility functions for consumption and investment belong to a special subclass of regularly varying functions, it is shown that optimum portfolio, ÿnal wealt

Optimal solution of a total time distrib

Optimal solution of a total time distribution problem

✍ C Tsouros; M Satratzemi 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 444 KB

Rate of convergence for an estimator in

Rate of convergence for an estimator in a portfolio and consumption model

✍ T. E. Duncan; B. Pasik-Duncan 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 270 KB

Concerning the problem of optimal distri

Concerning the problem of optimal distribution of a time resource

✍ V. F. Bilyuba 📂 Article 📅 1974 🏛 Springer US 🌐 English ⚖ 369 KB