consumption and investment problems
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Optimal Consumption and Investment

2019 ◽  
pp. 351-363
Author(s):  
Tomas Björk
Keyword(s):  
General Theory ◽  
Mutual Fund ◽  
Optimal Consumption ◽  
Merton Problem ◽  
Optimal Consumption And Investment ◽  
Consumption And Investment Problems

In this chapter we apply the general theory from Chapter 25 to the study of optimal consumption and investment problems. We solve the Merton problem and we derive the Merton mutual fund theorems.

An Overview of Optimal Life Insurance Purchase, Consumption and Investment Problems

2011 ◽  
pp. 271-286 ◽  
Author(s):  
Isabel Duarte ◽  
Diogo Pinheiro ◽  
Alberto A. Pinto ◽  
Stanley R. Pliska
Keyword(s):  
Life Insurance ◽  
Consumption And Investment Problems
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