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Optimal consumption and portfolio under inflation and Markovian switching - MaRDI portal

Optimal consumption and portfolio under inflation and Markovian switching (Q5411905)

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scientific article; zbMATH DE number 6288395
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English
Optimal consumption and portfolio under inflation and Markovian switching
scientific article; zbMATH DE number 6288395

    Statements

    title
    Optimal consumption and portfolio under inflation and Markovian switching (English)
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    author
    Weiyin Fei
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    published in
    Stochastics
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    publication date
    25 April 2014
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    zbMATH Keywords
    financial market with Markovian switching
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    generalized Itō formula
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    optimal consumption and portfolio
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    HJB equations
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    inflation
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    60H10
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    93E20
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    zbMATH DE Number
    6288395
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    OpenAlex ID
    W1965115663
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