Distribution of bankruptcy time in a consumption/portfolio problem (Q1350685)
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scientific article; zbMATH DE number 984120
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of bankruptcy time in a consumption/portfolio problem |
scientific article; zbMATH DE number 984120 |
Statements
Distribution of bankruptcy time in a consumption/portfolio problem (English)
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27 February 1997
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Optimal consumption/investment problem
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Stochastic dynamic programming
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Subsistence consumption
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Bankruptcy
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0.86863816
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0.86472845
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0.85489625
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0.85262316
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0.84824246
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0.8473308
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0.8454887
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