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  • Search: subject:"Optimal investment and consumption strategies"
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Subject
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Dynamic programming 2 Multi-period model 2 Optimal investment and consumption strategies 2 Regime-switching 2 Uncertain time-horizon 2 Consumption theory 1 Decision under uncertainty 1 Dynamische Optimierung 1 Entscheidung unter Unsicherheit 1 Konsumtheorie 1 Nutzenfunktion 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risk 1 Utility function 1
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Lai, Yongzeng 2 Wu, Huiling 2 Zeng, Yan 2
Published in...
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Economic Modelling 1 Economic modelling 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon
Zeng, Yan; Wu, Huiling; Lai, Yongzeng - In: Economic Modelling 33 (2013) C, pp. 462-470
programming approach, explicit expressions for optimal value functions and optimal investment and consumption strategies are …
Persistent link: https://www.econbiz.de/10010737960
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Cover Image
Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon
Zeng, Yan; Wu, Huiling; Lai, Yongzeng - In: Economic modelling 33 (2013), pp. 462-470
Persistent link: https://www.econbiz.de/10010192881
Saved in:
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