Optimal debt ratio and consumption strategies in financial crisis

DOI10.1007/s10957-014-0629-0zbMath1320.91136OpenAlexW2164334093MaRDI QIDQ495747

Zhuo Jin

Publication date: 15 September 2015

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-014-0629-0

zbMATH Keywords

stochastic controlfinancial crisisoptimal debt ratioconsumption strategies

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Financial applications of other theories (91G80) Portfolio theory (91G10)

Related Items (2)

Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model ⋮ A methodology to estimate the optimal debt ratio when asset returns, and default probability follow stochastic processes

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