A stochastic model of dynamic consumption and portfolio decisions
Willi Semmler, Maik Mueller
| Year of publication: |
August 2016
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|---|---|
| Authors: | Semmler, Willi ; Mueller, Maik |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 48.2016, 2, p. 225-251
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| Subject: | Dynamic programming | Dynamic portfolio | Impact of risk on portfolio decisions | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Konsumtheorie | Consumption theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-015-9517-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011646737