Distribution of bankruptcy time in a consumption/portfolio problem
Year of publication: |
1996
|
---|---|
Authors: | Presman, Ernst |
Other Persons: | Sethi, Suresh P. (contributor) |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 20.1996, 1, p. 471-477
|
Subject: | Konsumtheorie | Consumption theory | Mathematische Optimierung | Mathematical programming | Insolvenz | Insolvency | Portfolio-Management | Portfolio selection | Theorie | Theory |
-
Optimal consumption and investment with bankruptcy
Sethi, Suresh P., (1997)
-
Essays on adaptive learning in macroeconomics and finance
Lettau, Martin, (1994)
-
Optimal consumption and portfolio choice with borrowing constraints
Vila, Jean-Luc, (1997)
- More ...
-
Optimal production planning in stochastic jobshops with long-run average cost
Presman, Ernst, (2000)
-
Sethi, Suresh P., (1992)
-
Inventory Models with Continuous and Poisson Demands and Discounted and Average Costs
Presman, Ernst, (2006)
- More ...