Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon
Year of publication: |
2013
|
---|---|
Authors: | Zeng, Yan ; Wu, Huiling ; Lai, Yongzeng |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 33.2013, C, p. 462-470
|
Publisher: |
Elsevier |
Subject: | Optimal investment and consumption strategies | Multi-period model | Dynamic programming | Uncertain time-horizon | Regime-switching |
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