Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk
Bolorsuvd Batbold, Kentaro Kikuchi, Koji Kusuda
| Year of publication: |
2022
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|---|---|
| Authors: | Batbold, Bolorsuvd ; Kikuchi, Kentaro ; Kusuda, Koji |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 16.2022, 3, p. 509-537
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| Subject: | Analytical solution | Numerical analysis | Portfolio choice | Stochastic dynamic control | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Inflation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-022-00316-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013438866