Optimal portfolio of corporate investment and consumption problem under market closure: inflation case

zbMATH Open1299.91121MaRDI QIDQ474015FDOQ474015

Authors: Zongyuan Huang, Detao Zhang 

Publication date: 24 November 2014

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

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Mathematics Subject Classification ID

Portfolio theory (91G10) Corporate finance (dividends, real options, etc.) (91G50) Optimal stochastic control (93E20)

Cited In (3)

• A MODEL FOR MARKET CLOSURE AND INTERNATIONAL PORTFOLIO MANAGEMENT WITHIN INCOMPLETE INFORMATION
• Long term optimal investment with regime switching: inflation, information and short sales
• Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion

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