Zero Investment in a High Yield Asset Can be Optimal

DOI10.1287/MOOR.14.3.457zbMATH Open0671.90009OpenAlexW2167062107MaRDI QIDQ3824067FDOQ3824067

Authors: Ganlin Xu 

Publication date: 1989

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9b529edf703a92f0efa5243c6101455790102759

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zbMATH Keywords

investment decisioninterest rate of the bondmean rate of returnrisk averse agent

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Economic growth models (91B62) Optimal stochastic control (93E20)

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