Optimal consumption of a divisible durable good (Q1606182)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1770793
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal consumption of a divisible durable good |
scientific article; zbMATH DE number 1770793 |
Statements
Optimal consumption of a divisible durable good (English)
0 references
29 July 2002
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
0 references
0 references
0.9014707207679749
0 references
0.8785770535469055
0 references
0.8606873750686646
0 references
0.8590582013130188
0 references
