Optimal investment and consumption with stochastic dividends

DOI10.1002/ASMB.823MaRDI QIDQ3103178zbMATH OpenOpenAlexFDO

Authors Xikui Wang, Yan Wang

Publication date 26 November 2011

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asmb.823

zbMATH Keywords

Poisson distributionportfolio optimizationBayesian frameworkbandit processes

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cited in

(7)

• Optimal learning with non-Gaussian rewards
• A Bayesian two-armed bandit model
• OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY
• An optimal investment and consumption model with stochastic returns
• scientific article; zbMATH DE number 5952231 (Why is no real title available?)
• scientific article; zbMATH DE number 6002488 (Why is no real title available?)
• One-armed bandit process with a covariate

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