Consumption/investment problem when the investment opportunity set can be enlarged by information gathering

DOI10.1016/J.ORL.2011.04.004zbMATH Open1242.91111OpenAlexW2027368396MaRDI QIDQ433131FDOQ433131

Authors: Gyoocheol Shim 

Publication date: 13 July 2012

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2011.04.004

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zbMATH Keywords

utilityBrownian motioninvestmentconsumptioninformation gathering

Mathematics Subject Classification ID

Economics of information (91B44)

Cites Work

• DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
• Title not available (Why is that?)

Cited In (1)

• Investment in real assets and information acquisition: The OCE preferences case

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