scientific article; zbMATH DE number 2233610

MaRDI QIDQ5709276zbMATH OpenFDO

Authors Zhongfeng Ming, Qiying Hu, Wenjing Guo

Publication date 29 November 2005

zbMATH Keywords

durable goodHamilton-Jacobi-Bellman equationoptimal investment-consumptionstochastic control

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Recommendations

• Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good
• Optimal consumption of a divisible durable good
• Optimal consumption, investment and insurance purchase strategies based on perishable and indivisible durable consumption good
• An optimal investment/consumption problem with higher borrowing rate
• Optimal consumption and portfolio rules with durability and habit formation

Cited in

(5)

• Optimal consumption of a divisible durable good
• The consumption-investment decision of a prospect theory household: a two-period model with an endogenous second period reference level
• scientific article; zbMATH DE number 67283 (Why is no real title available?)
• Optimal consumption, investment and insurance purchase strategies based on perishable and indivisible durable consumption good
• Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5709276)