Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
Jinxia Zhu, Tak Kuen Siu, Hailiang Yang
| Year of publication: |
2020
|
|---|---|
| Authors: | Zhu, Jinxia ; Siu, Tak Kuen ; Yang, Hailiang |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 285.2020, 1 (16.8.), p. 66-80
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| Subject: | (I) Control | Dividends | Hyperbolic discounting | Non-exponential discounting | Ruin theory | Dividende | Dividend | Theorie | Theory | Diskontierung | Discounting | Intertemporale Entscheidung | Intertemporal choice | Zeitkonsistenz | Time consistency | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2019.04.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012239478