The corporate optimal portfolio and consumption choice problem in the real project with borrowing rate higher than deposit rate (Q2493730)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The corporate optimal portfolio and consumption choice problem in the real project with borrowing rate higher than deposit rate |
scientific article |
Statements
The corporate optimal portfolio and consumption choice problem in the real project with borrowing rate higher than deposit rate (English)
0 references
16 June 2006
0 references
consumption/investment optimization
0 references
dynamic programming principle
0 references
HJB equations
0 references
stochastic control
0 references
hyperbolic absolute risk aversion
0 references
