scientific article; zbMATH DE number 1304954

MaRDI QIDQ4251867zbMATH OpenFDO

Authors Robert C. Merton

Publication date 17 June 1999

zbMATH Keywords

intertemporal consumptionoptimal demand functionsoptimal investment strategiesportfolio-selection modelstochastic differential equationsstochastic dynamic programminguniversity endowment funds

Mathematics Subject Classification ID

Stochastic analysis (60H99) Stochastic programming (90C15) Consumer behavior, demand theory (91B42) Portfolio theory (91G10)

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(6)

• The duality of option investment strategies for hedge funds
• A choice model of university endowments governance
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• Financing university education in Nigeria. A proposal for infrastructure replenishment in universities
• Efficiency of institutional spending and investment rules
• Intertemporal surplus management

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