Optimal consumption and investment strategies with stochastic interest rates
Year of publication: |
2004
|
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Authors: | Munk, Claus ; Sørensen, Carsten |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 28.2004, 8, p. 1987-2013
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Subject: | Betriebliche Investitionstheorie | Corporate investment theory | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Dynamic programming | Hedging | Theorie | Theory |
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