Optimal Consumption and Investment Policies with Bankruptcy Modelled by a Diffusion with Delayed Reflection

SSRN Electronic Journal ◽

10.2139/ssrn.1534226 ◽

1986 ◽

Author(s):

Suresh Sethi ◽

Michael I. Taksar

Keyword(s):

Optimal Consumption ◽

Investment Policies ◽

Optimal Consumption And Investment

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Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy

Mathematics of Operations Research ◽

10.1287/moor.8.4.613 ◽

1983 ◽

Vol 8 (4) ◽

pp. 613-636 ◽

Author(s):

J. Lehoczky ◽

S. Sethi ◽

S. Shreve

Keyword(s):

Optimal Consumption ◽

Investment Policies ◽

Optimal Consumption And Investment ◽

Consumption Constraints

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Optimal consumption and investment policies with bankruptcy modelled by a diffusion with delayed reflection

10.1109/cdc.1986.267243 ◽

1986 ◽

Author(s):

Suresh Sethi ◽

Michael Taksar

Keyword(s):

Optimal Consumption ◽

Investment Policies ◽

Optimal Consumption And Investment

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Optimal Consumption and Investment Policies Allowing for Consumption Constraints, Bankruptcy, and Welfare

Optimal Consumption and Investment with Bankruptcy ◽

10.1007/978-1-4615-6257-3_14 ◽

1997 ◽

pp. 303-378

Author(s):

J. P. Lehoczky ◽

S. E. Shreve

Keyword(s):

Optimal Consumption ◽

Investment Policies ◽

Optimal Consumption And Investment ◽

Consumption Constraints

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On the Problem of Optimal Consumption and Investment Policies over Time

The Swedish Journal of Economics ◽

10.2307/3439232 ◽

1972 ◽

Vol 74 (2) ◽

pp. 201 ◽

Author(s):

Kåre P. Hagen ◽

Kare P. Hagen

Keyword(s):

Optimal Consumption ◽

Investment Policies ◽

Optimal Consumption And Investment ◽

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创业企业家的最优消费与投资<br>Optimal Consumption and Investment for an Entrepreneur

Finance ◽

10.4236/fin.2011.11001 ◽

2011 ◽

Vol 01 (01) ◽

pp. 1-6

Author(s):

杨金强

Keyword(s):

Optimal Consumption ◽

Optimal Consumption And Investment

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A Duality Method for Optimal Consumption and Investment Under Short- Selling Prohibition. I. General Market Coefficients

The Annals of Applied Probability ◽

10.1214/aoap/1177005772 ◽

1992 ◽

Vol 2 (1) ◽

pp. 87-112 ◽

Author(s):

Gan-Lin Xu ◽

Steven E. Shreve

Keyword(s):

Short Selling ◽

Optimal Consumption ◽

Duality Method ◽

Optimal Consumption And Investment

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A Duality Method for Optimal Consumption and Investment Under Short-Selling Prohibition. II. Constant Market Coefficients

The Annals of Applied Probability ◽

10.1214/aoap/1177005706 ◽

1992 ◽

Vol 2 (2) ◽

pp. 314-328 ◽

Author(s):

Gan-Lin Xu ◽

Steven E. Shreve

Keyword(s):

Short Selling ◽

Optimal Consumption ◽

Duality Method ◽

Optimal Consumption And Investment

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Degree of Borrowing Constraints and Optimal Consumption and Investment under a General Utility Function

Korean Management Science Review ◽

10.7737/kmsr.2016.33.1.077 ◽

2016 ◽

Vol 33 (1) ◽

pp. 77-87 ◽

Author(s):

Gyoocheol Shim

Keyword(s):

Utility Function ◽

Borrowing Constraints ◽

Optimal Consumption ◽

General Utility ◽

Optimal Consumption And Investment

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Deterministic mean-variance-optimal consumption and investment

Stochastics ◽

10.1080/17442508.2013.801972 ◽

2013 ◽

Vol 85 (4) ◽

pp. 620-636 ◽

Author(s):

Marcus Christiansen ◽

Mogens Steffensen

Keyword(s):

Optimal Consumption ◽

Optimal Consumption And Investment ◽

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Optimal consumption and investment in a stochastic model

Vol. 1 ◽

10.1515/9783112319000-015 ◽

1987 ◽

pp. 199-202

Keyword(s):

Stochastic Model ◽

Optimal Consumption ◽

Optimal Consumption And Investment

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