Optimal Consumption and Investment with Bankruptcy
Latest Publications

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By Springer US

9781461378716, 9781461562573

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Consumption Behavior in Investment/Consumption Problems

Optimal Consumption and Investment with Bankruptcy ◽

10.1007/978-1-4615-6257-3_9 ◽

1997 ◽

pp. 185-205 ◽

Cited By ~ 2

Author(s):

E. L. Presman

Keyword(s):

Consumption Behavior

Download Full-text

Infinite-Horizon Investment Consumption Model with a Nonterminal Bankruptcy

Optimal Consumption and Investment with Bankruptcy ◽

10.1007/978-1-4615-6257-3_4 ◽

1997 ◽

pp. 67-84

Author(s):

M. I. Taksar

Keyword(s):

Infinite Horizon ◽

Consumption Model

Download Full-text

Explicit Solution of a General Consumption/ Investment Problem

Optimal Consumption and Investment with Bankruptcy ◽

10.1007/978-1-4615-6257-3_2 ◽

1997 ◽

pp. 21-56 ◽

Cited By ~ 1

Author(s):

Ioannis Karatzas ◽

John P. Lehoczky ◽

Suresh P. Sethi ◽

Steven E. Shreve

Keyword(s):

Explicit Solution ◽

Investment Problem

Download Full-text

A Martingale Formulation for Optimal Consumption/Investment Decision Making

Optimal Consumption and Investment with Bankruptcy ◽

10.1007/978-1-4615-6257-3_15 ◽

1997 ◽

pp. 379-406 ◽

Cited By ~ 1

Author(s):

J. P. Lehoczky ◽

S. E. Shreve

Keyword(s):

Decision Making ◽

Investment Decision ◽

Optimal Consumption ◽

Investment Decision Making

Download Full-text

Consumption/Investment Problems

Optimal Consumption and Investment with Bankruptcy ◽

10.1007/978-1-4615-6257-3_1 ◽

1997 ◽

pp. 3-18 ◽

Cited By ~ 4

Author(s):

Suresh P. Sethi

Download Full-text

Risk-Aversion Behavior in Consumption/Investment Problems with Subsistence Consumption

Optimal Consumption and Investment with Bankruptcy ◽

10.1007/978-1-4615-6257-3_8 ◽

1997 ◽

pp. 155-184 ◽

Cited By ~ 2

Author(s):

E. L. Presman

Keyword(s):

Risk Aversion

Download Full-text

Concluding Remarks and Open Research Problems

Optimal Consumption and Investment with Bankruptcy ◽

10.1007/978-1-4615-6257-3_16 ◽

1997 ◽

pp. 409-421 ◽

Cited By ~ 1

Author(s):

Suresh P. Sethi

Keyword(s):

Open Research ◽

Research Problems

Download Full-text

Optimal Dynamic Consumption and Portfolio Planning in a Welfare State

Optimal Consumption and Investment with Bankruptcy ◽

10.1007/978-1-4615-6257-3_13 ◽

1997 ◽

pp. 283-302 ◽

Cited By ~ 1

Author(s):

S. P. Sethi ◽

M. J. Gordon ◽

B. Ingham

Keyword(s):

Welfare State ◽

Optimal Dynamic ◽

Portfolio Planning

Download Full-text

Consumption-Investment Problem with Subsistence Consumption, Bankruptcy, and Random Market Coefficients

Optimal Consumption and Investment with Bankruptcy ◽

10.1007/978-1-4615-6257-3_12 ◽

1997 ◽

pp. 247-280 ◽

Cited By ~ 1

Author(s):

A. Cadenillas

Keyword(s):

Investment Problem

Download Full-text

Distribution of Bankruptcy Time in a Consumption/Portfolio Problem

Optimal Consumption and Investment with Bankruptcy ◽

10.1007/978-1-4615-6257-3_7 ◽

1997 ◽

pp. 145-154

Author(s):

E. L. Presman

Keyword(s):

Portfolio Problem

Download Full-text

Optimal Consumption and Investment with BankruptcyLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer US

Consumption Behavior in Investment/Consumption Problems

Infinite-Horizon Investment Consumption Model with a Nonterminal Bankruptcy

Explicit Solution of a General Consumption/ Investment Problem

A Martingale Formulation for Optimal Consumption/Investment Decision Making

Consumption/Investment Problems

Risk-Aversion Behavior in Consumption/Investment Problems with Subsistence Consumption

Concluding Remarks and Open Research Problems

Optimal Dynamic Consumption and Portfolio Planning in a Welfare State

Consumption-Investment Problem with Subsistence Consumption, Bankruptcy, and Random Market Coefficients

Distribution of Bankruptcy Time in a Consumption/Portfolio Problem

Optimal Consumption and Investment with Bankruptcy
Latest Publications