Optimal investment and consumption with default risk : HARA utility
Lijun Bo; Xindan Li; Yongjin Wang; Xuewei Yang
| Year of publication: |
2013
|
|---|---|
| Authors: | Bo, Lijun ; Li, Xindan ; Wang, Yongjin ; Yang, Xuewei |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 20.2013, 3, p. 261-281
|
| Subject: | Optimal control | Portfolio optimization | Perpetual bond | Defaultable market | HJB equation | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Anleihe | Bond | Kontrolltheorie | Control theory |
| 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/10010188303