Optimal Multiperiod Investment-Consumption Policies

DOI10.2307/1911100zbMATH Open0436.90026OpenAlexW2032831174MaRDI QIDQ3877352FDOQ3877352

Authors: Uday S. Karmarkar, R. A. Abrams 

Publication date: 1980

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911100

zbMATH Keywords

stochastic dynamic programconvex duality theoryoptimal decision policyoptimal multiperiod investment-consumption policiespositively homogeneous utility functionspresence of transfer costs

Mathematics Subject Classification ID

Economic growth models (91B62)

Cited In (3)

• Multi-factor dynamic investment under uncertainty
• An incremental-hybrid-Yager's entropy model for dynamic portfolio selection with fuzzy variable
• A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs

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