Solving constrained consumption-investment problems by simulation of artificial market strategies
Year of publication: |
2013
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Authors: | Bick, Björn ; Kraft, Holger ; Munk, Claus |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 59.2013, 2, p. 485-503
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Subject: | Unvollkommener Markt | Incomplete market | Nachfragetheorie des Haushalts | Consumer demand theory | Monte-Carlo-Simulation | Monte Carlo simulation | Investitionsentscheidung | Investment decision |
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