Optimal investment in the presence of intangible assets and collateralized optimal debt ratio in jump-diffusion models

DOI10.1007/s40096-020-00343-8zbMath1471.91508OpenAlexW3046212535MaRDI QIDQ2041144

Charles I. Nkeki, Kennedy P. Modugu

Publication date: 15 July 2021

Published in: Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40096-020-00343-8

zbMATH Keywords

consumption planintangible assetsoptimal investmentpower utilitycollateral securitynet debt ratiojump-diffusion risks

Mathematics Subject Classification ID

Portfolio theory (91G10) Jump processes on discrete state spaces (60J74)

Cites Work

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• Portfolio problems based on jump-diffusion models
• Optimal Dividend Payouts Under Jump-Diffusion Risk Processes

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