A minimax analysis of Merton's problem
Year of publication: |
1999
|
---|---|
Authors: | Kuwana, Yoichi |
Published in: |
Hitotsubashi journal of economics. - Tokyo : [Verlag nicht ermittelbar], ISSN 0018-280X, ZDB-ID 224143-2. - Vol. 40.1999, 2, p. 123-128
|
Subject: | Volkswirtschaftliche Investitionstheorie | Theory of aggregate investment | Nachfragetheorie des Haushalts | Consumer demand theory | Theorie | Theory |
-
Optimal consumption and investment with a wealth-dependent time-varying investment opportunity
Shim, Gyoocheol, (2015)
-
Maki, Atsushi, (1989)
-
Non-time additive utility optimization : the case of certainty
Riedel, Frank, (1998)
- More ...
-
Optimal consumption, investment decisions in Markovian dynamic systems
Kuwana, Yoichi, (1997)
-
An extension of Krylov's approach to stochastic solutions : the space Le
Kuwana, Yoichi, (1995)
-
Certainty equivalence and logarithmic utilities in consumption/investment problems
Kuwana, Yoichi, (1995)
- More ...