Monotonicity of savings function in Endogenous Gridpoint Method with stochastic portfolio returns
Tiancheng Huang, Gaurav Khemka, Wing Fung Chong
| Year of publication: |
2024
|
|---|---|
| Authors: | Huang, Tiancheng ; Khemka, Gaurav ; Chong, Wing Fung |
| Subject: | Endogenous grid method | Monotonicity proof | Multidimensional continuous choice | Stochastic portfolio returns | Theorie | Theory | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2024.111740 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015076675