Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good
From MaRDI portal
Publication:951456
DOI10.1016/S0165-1889(02)00135-5zbMath1179.91253OpenAlexW3123942928MaRDI QIDQ951456
Claus Munk, Brian Fuglsbjerg, Anders Damgaard
Publication date: 24 October 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(02)00135-5
numerical solutiontransaction costsviscosity solutionsdurable goodsoptimal consumption and investment
Financial applications of other theories (91G80) Corporate finance (dividends, real options, etc.) (91G50)
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