Optimal investment and consumption when regime transitions cause price shocks

✍ Scribed by Andrew E.B. Lim; Thaisiri Watewai

• Book ID: 118460483
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 599 KB
• Volume: 51
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/j.insmatheco.2012.07.011