Optimising dividends and consumption under an exponential CIR as a discount factor
Julia Eisenberg, Yuliya Mishura
| Year of publication: |
2020
|
|---|---|
| Authors: | Eisenberg, Julia ; Mišura, Julija S. |
| Subject: | Hamilton-Jacobi-Bellman equation | Cox-Ingersoll-Ross process | Dividends | Brownian risk model | Consumption | Dividende | Dividend | Diskontierung | Discounting | Privater Konsum | Private consumption | Stochastischer Prozess | Stochastic process | CAPM | Konsumtheorie | Consumption theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-020-00714-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012395571