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Optimal consumption and investment with bankruptcy

Sethi, Suresh P. - 1997

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Supply diversification with responsive pricing

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Optimal consumption and portfolio decisions with partially observed real prices

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Distribution of bankruptcy time in a consumption/portfolio problem

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Explicit solution of a general consumption portfolio problem with subsistence consumption and bankruptcy

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Risk hedging for VaR-constrained newsvendors

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Optimal Consumption and Investment with Bankruptcy

Sethi, Suresh P. - 1997

The problem of optimal consumption and investment is concerned with the decisions of a single agent endowed with some initial wealth who seeks to maximize total expected discounted utility of consumption. The decisions are the rate of consumption and the allocation of their wealth directed to...

Persistent link: https://www.econbiz.de/10013521946