Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon
Year of publication: |
2013
|
---|---|
Authors: | Zeng, Yan ; Wu, Huiling ; Lai, Yongzeng |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 462-470
|
Subject: | Optimal investment and consumption strategies | Multi-period model | Dynamic programming | Uncertain time-horizon | Regime-switching | Theorie | Theory | Portfolio-Management | Portfolio selection | Dynamische Optimierung | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty |
-
Optimal portfolio choice under shadow costs with fixed assets when time-horizon is uncertain
Bellalah, Mondher, (2020)
-
Technical note: risk-averse regret minimization in multistage stochastic programs
Poursoltani, Mehran, (2024)
-
Zeng, Yan, (2013)
- More ...
-
Zeng, Yan, (2013)
-
Zeng, Yan, (2013)
-
Wu, Huiling, (2015)
- More ...