Optimal investment and consumption with stochastic dividends
From MaRDI portal
Publication:3103178
DOI10.1002/asmb.823zbMath1226.91071MaRDI QIDQ3103178
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
91G10: Portfolio theory
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- One-armed bandit models with continuous and delayed responses
- On the optimality of the Gittins index rule for multi-armed bandits with multiple plays
- An optimal investment and consumption model with stochastic returns
- Bayesian Computation for Nonhomogeneous Poisson Processes in Software Reliability
- The Bayesian Choice