Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

Capital gains and asset switching

From MaRDI portal
Publication:674244
Jump to:navigation, search

DOI10.1016/0165-1765(94)00519-8zbMATH Open0900.90012OpenAlexW2011463251MaRDI QIDQ674244FDOQ674244


Authors: J. M. Hartwick Edit this on Wikidata


Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00519-8




Recommendations

  • One-Switch Utility Functions and a Measure of Risk
  • Optimal portfolio in a regime-switching model
  • Asset Allocation with Regime-Switching: Discrete-Time Case
  • Minimum return guarantees with fund switching rights -- an optimal stopping problem
  • Risk-sensitive investment in a finite-factor model


zbMATH Keywords

Asset switchingCapital gainsmeasurement of risk aversion


Mathematics Subject Classification ID


Cites Work

  • Title not available (Why is that?)
  • Investment and the Valuation of Firms When There is an Option to Shut Down
  • A simplified treatment of the theory of optimal regulation of Brownian motion
  • Transactions Demand for Money with a Stochastic, Time-Varying Interest Rate


Cited In (1)

  • CAPITAL AND RESWITCHING





This page was built for publication: Capital gains and asset switching

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q674244)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:674244&oldid=12581458"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 30 January 2024, at 09:22. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki