Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon

✍ Scribed by Zeng, Yan; Wu, Huiling; Lai, Yongzeng

• Book ID: 120382750
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 392 KB
• Volume: 33
• Category: Article
• ISSN: 0264-9993
• DOI: 10.1016/j.econmod.2013.04.044