Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy
Year of publication: |
2018
|
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Authors: | Chen, Kexin |
Other Persons: | Chiu, Mei Choi (contributor) ; Shin, Yong Hyun (contributor) ; Wong, Hoi Ying (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Insolvenz | Insolvency | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Konsumtheorie | Consumption theory | Subsistenzwirtschaft | Subsistence economy |
Extent: | 1 Online-Ressource (23 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 16, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3250349 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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