An optimal consumption and investment problem with stochastic hyperbolic discounting (Q2419998): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q127794751, #quickstatements; #temporary_batch_1722465628192 |
||
(One intermediate revision by one other user not shown) | |||
Property / cites work | |||
Property / cites work: Consumption and risk with hyperbolic discounting / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Instantaneous Gratification * / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Finite horizon portfolio selection with a negative wealth constraint / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3760262 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting / rank | |||
Normal rank | |||
Property / Wikidata QID | |||
Property / Wikidata QID: Q127794751 / rank | |||
Normal rank |
Latest revision as of 23:47, 31 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An optimal consumption and investment problem with stochastic hyperbolic discounting |
scientific article |
Statements
An optimal consumption and investment problem with stochastic hyperbolic discounting (English)
0 references
5 June 2019
0 references
portfolio selection
0 references
stochastic hyperbolic discounting
0 references
dynamic programming method
0 references