Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (Q1200324): Difference between revisions

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-Q170700
@@ Property / author: Q170700 / rank @@
-Normal rank
@@ Property / author @@
-Michael I. Taksar
@@ Property / author: Michael I. Taksar / rank @@
-Normal rank
@@ Property / author @@
+Suresh P. Sethi
@@ Property / author: Suresh P. Sethi / rank @@
+Normal rank
@@ Property / author @@
+Michael I. Taksar
@@ Property / author: Michael I. Taksar / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Q3811988
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+An Optimal Investment/Consumption Model with Borrowing
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+Q5653395
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+Optimization Problems in the Theory of Continuous Trading
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model
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+Q3760262
@@ Property / cites work: Q3760262 / rank @@
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@@ Property / cites work @@
+Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy
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@@ Property / cites work @@
+Q3762023
@@ Property / cites work: Q3762023 / rank @@
+Normal rank
@@ Property / cites work @@
+RISK‐AVERSION BEHAVIOR IN CONSUMPTION/INVESTMENT PROBLEMS<sup>1</sup>
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+A note on Merton's ``Optimum consumption and portfolio rules in a continuous-time model''
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@@ Property / cites work @@
+Infinite-horizon investment consumption model with a nonterminal bankruptcy
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0165-1889(92)90056-k
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@@ Property / OpenAlex ID @@
+W2005940249
@@ Property / OpenAlex ID: W2005940249 / rank @@
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