Robust Maximization of Consumption with Logarithmic Utility
Year of publication: |
2007-05-25
|
---|---|
Authors: | Hernández-Hernández, Daniel ; Schied, Alexander |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Subject: | Verbrauch | Robuste statistische Verfahren | Nutzenmaximierung |
Extent: | 531456 bytes 7 p. application/pdf |
---|---|
Series: | Diskussionspapier ; 2007-030 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Business administration. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
-
Optimale Konsum- und Investitionsquoten
Stehling, Frank, (1972)
-
Equilibrium multi-agent model with heterogeneous views on fundamental risks
Kizaki, Keisuke, (2021)
-
Robust maximization of consumption with logarithmic utility
Hernández-Hernández, Daniel, (2007)
- More ...
-
Robust Optimal Control for a Consumptioninvestment Problem
Schied, Alexander, (2007)
-
HernándezHernández, Daniel, (2006)
-
Robust Utility Maximization in a Stochastic Factor Model
HernándezHernández, Daniel, (2006)
- More ...