Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon
Yan Zeng; Huiling Wu; Yongzeng Lai
| Year of publication: |
2013
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|---|---|
| Authors: | Zeng, Yan ; Wu, Huiling ; Lai, Yongzeng |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 462-470
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| Subject: | Optimal investment and consumption strategies | Multi-period model | Dynamic programming | Uncertain time-horizon | Regime-switching | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Risiko | Risk | Dynamische Optimierung | Konsumtheorie | Consumption theory | Entscheidung unter Unsicherheit | Decision under uncertainty |
| 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://www.econbiz.de/10010192881