✦ LIBER ✦

Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients

✍ Scribed by Castañeda-Leyva, Netzahualcóyotl; Hernández-Hernández, Daniel

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal consumption and investment for m

✍ Berdjane, Belkacem; Pergamenshchikov, Serguei 📂 Article 📅 2012 🏛 Springer-Verlag 🌐 English ⚖ 1015 KB

Robust consumption-investment problems w

✍ Ulrich Rieder, Christoph Wopperer 📂 Article 📅 2012 🏛 Springer-Verlag 🌐 English ⚖ 249 KB

Consumption-Investment Problem with Subs

✍ A. Cadenillas; S. P. Sethi 📂 Article 📅 1997 🏛 Springer 🌐 English ⚖ 1004 KB

DUALITY IN OPTIMAL INVESTMENT AND CONSUM

✍ I. Klein; L. C. G. Rogers 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 171 KB

EXPLICIT SOLUTIONS OF CONSUMPTION-INVEST

✍ Luz Rocío Sotomayor; Abel Cadenillas 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 267 KB

Merton's portfolio optimization problem

✍ Fred Espen Benth; Kenneth Hvistendahl Karlsen; Kristin Reikvam 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 291 KB