Optimal investment-consumption decisions with partially observed inflation: a discrete-time formulation

DOI10.1007/978-3-030-52970-3_4MaRDI QIDQ2057902zbMATH OpenOpenAlexFDO

Authors Suresh P. Sethi, Alain Bensoussan

Publication date 7 December 2021

Full work available at URL https://doi.org/10.1007/978-3-030-52970-3_4

Mathematics Subject Classification ID

Portfolio theory (91G10) Optimal stochastic control (93E20)

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(4)

• Optimal investment-consumption strategy under inflation in a Markovian regime-switching market
• Estimated inflation rate, consumption and portfolio decision
• Long term optimal investment with regime switching: inflation, information and short sales
• scientific article; zbMATH DE number 7028767 (Why is no real title available?)

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