Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy (Q3040870)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy |
scientific article |
Statements
Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy (English)
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1983
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infinite horizon
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strictly concave utility function for consumption
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existence and nonexistence of optimal policies
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risk seeking
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optimal control of degenerate diffusions
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finance
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optimal investment policy
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