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Optimal consumption and portfolio decisions with partially observed real prices

Bensoussan, Alain; Keppo, Jussi; Sethi, Suresh P. - In: Mathematical finance : an international journal of … 19 (2009) 2, pp. 215-236

Persistent link: https://www.econbiz.de/10003827575

Optimal consumption and investment with bankruptcy

Sethi, Suresh P. - 1997

Persistent link: https://www.econbiz.de/10013531567

Distribution of bankruptcy time in a consumption/portfolio problem

Presman, Ernst - In: Journal of economic dynamics & control 20 (1996) 1, pp. 471-477

Persistent link: https://www.econbiz.de/10001190598

Explicit solution of a general consumption portfolio problem with subsistence consumption and bankruptcy

Sethi, Suresh P. - In: Journal of economic dynamics & control 16 (1992) 3, pp. 747-768

Persistent link: https://www.econbiz.de/10001130434

Risk hedging for VaR-constrained newsvendors

Chang, Shuhua; Li, Jiajing; Sethi, Suresh P.; Wang, Xinyu - In: Transportation research : an international journal 181 (2024), pp. 1-28

Persistent link: https://www.econbiz.de/10014462499

Optimal Consumption and Investment with Bankruptcy

Sethi, Suresh P. - 1997

The problem of optimal consumption and investment is concerned with the decisions of a single agent endowed with some initial wealth who seeks to maximize total expected discounted utility of consumption. The decisions are the rate of consumption and the allocation of their wealth directed to...

Persistent link: https://www.econbiz.de/10013521946