Optimal consumption and investment with a wealth-dependent time-varying investment opportunity
Year of publication: |
2015
|
---|---|
Authors: | Shim, Gyoocheol ; Koo, Hyeng-keun |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 16.2015, 1, p. 19-42
|
Subject: | Consumption | Investment | Investment opportunitiy set | Threshold wealth level | Bellman equation | Investition | Portfolio-Management | Portfolio selection | Volkswirtschaftliche Investitionstheorie | Theory of aggregate investment | Privater Konsum | Private consumption | Kapitalanlage | Financial investment | Nachfragetheorie des Haushalts | Consumer demand theory |
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