Optimal consumption and investment under partial information
Year of publication: |
2008
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Authors: | Putschögl, Wolfgang ; Sass, Jörn |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 31.2008, 2, p. 137-170
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Subject: | Portfolio-Management | Portfolio selection | Nachfragetheorie des Haushalts | Consumer demand theory | Eigeninteresse | Self-interest | Unvollkommene Information | Incomplete information | Mathematische Optimierung | Mathematical programming | Markov-Kette | Markov chain | Theorie | Theory |
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