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Around the Life Cycle: Deterministic Consumption-Investment Strategies - MaRDI portal

Around the Life Cycle: Deterministic Consumption-Investment Strategies (Q4689976)

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scientific article; zbMATH DE number 6959518
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English
Around the Life Cycle: Deterministic Consumption-Investment Strategies
scientific article; zbMATH DE number 6959518

    Statements

    title
    Around the Life Cycle: Deterministic Consumption-Investment Strategies (English)
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    author
    Marcus C. Christiansen
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    Mogens Steffensen
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    publication date
    22 October 2018
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    zbMATH Keywords
    continuous-time consumption-investment problem
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    life-cycle investment
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    optimal stochastic control
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    optimal deterministic control
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    suboptimal deterministic controls
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    93E20
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    49N90
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    zbMATH DE Number
    6959518
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    OpenAlex ID
    W3121923687
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