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

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Property / cites work: Q5653395 / rank
 
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Property / cites work: Diffusion Processes in One Dimension / rank
 
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Property / cites work: Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model / rank
 
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Property / cites work: RISK‐AVERSION BEHAVIOR IN CONSUMPTION/INVESTMENT PROBLEMS<sup>1</sup> / rank
 
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Latest revision as of 14:57, 22 May 2024

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