Optimal consumption and investment for a large investor : an intensity-based control framework
Michael Busch, Ralf Korn, and Frank Thomas Seifried
| Year of publication: |
2013
|
|---|---|
| Authors: | Busch, Michael ; Korn, Ralf ; Seifried, Frank Thomas |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 23.2013, 4, p. 687-717
|
| Subject: | optimal consumption and investment | large investor | market manipulation | regime-shift model | Portfolio-Management | Portfolio selection | Investition | Investment | Konsumtheorie | Consumption theory | Kapitalanlage | Financial investment |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010187678