Infinite-horizon investment consumption model with a nonterminal bankruptcy (Q1321221): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(4 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Michael I. Taksar / rank
Normal rank
 
Property / author
 
Property / author: Michael I. Taksar / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3760262 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5653395 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion Processes in One Dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sticky Brownian motion as the limit of storage processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: RISK‐AVERSION BEHAVIOR IN CONSUMPTION/INVESTMENT PROBLEMS<sup>1</sup> / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/bf00940898 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2921360564 / rank
 
Normal rank

Latest revision as of 10:39, 30 July 2024

scientific article
Language Label Description Also known as
English
Infinite-horizon investment consumption model with a nonterminal bankruptcy
scientific article

    Statements

    Infinite-horizon investment consumption model with a nonterminal bankruptcy (English)
    0 references
    0 references
    0 references
    27 April 1994
    0 references
    infinite-horizon
    0 references
    diffusion with delayed reflection
    0 references
    continuous-time
    0 references
    portfolio decision
    0 references
    recovery process
    0 references
    bankruptcy
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references