Optimal consumption of a divisible durable good (Q1606182): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 05:03, 5 March 2024

scientific article
Language Label Description Also known as
English
Optimal consumption of a divisible durable good
scientific article

    Statements

    Optimal consumption of a divisible durable good (English)
    0 references
    0 references
    0 references
    29 July 2002
    0 references
    0 references
    0 references
    0 references
    0 references
    optimal consumption
    0 references
    investment
    0 references
    continuous-time economy
    0 references
    isoelastic utility function
    0 references
    geometric Brownian motion
    0 references
    optimal policy
    0 references
    value function
    0 references
    stochastic portfolio weights
    0 references