標(biāo)題: Titlebook: Optimal Consumption and Investment with Bankruptcy; Suresh P. Sethi Book 1997 Springer Science+Business Media New York 1997 Distribution.I [打印本頁] 作者: Autonomous 時(shí)間: 2025-3-21 16:59
書目名稱Optimal Consumption and Investment with Bankruptcy影響因子(影響力)
書目名稱Optimal Consumption and Investment with Bankruptcy影響因子(影響力)學(xué)科排名
書目名稱Optimal Consumption and Investment with Bankruptcy網(wǎng)絡(luò)公開度
書目名稱Optimal Consumption and Investment with Bankruptcy網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Optimal Consumption and Investment with Bankruptcy被引頻次
書目名稱Optimal Consumption and Investment with Bankruptcy被引頻次學(xué)科排名
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書目名稱Optimal Consumption and Investment with Bankruptcy年度引用學(xué)科排名
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書目名稱Optimal Consumption and Investment with Bankruptcy讀者反饋學(xué)科排名
作者: GREEN 時(shí)間: 2025-3-21 22:03
Optimal Consumption and Investment with Bankruptcy978-1-4615-6257-3作者: Hdl348 時(shí)間: 2025-3-22 01:32
Risk-Aversion Behavior in Consumption/Investment Problemselative risk aversion is nondecreasing with wealth, while his absolute risk aversion is decreasing with wealth only if he is sufficiently wealthy. At lower wealth levels, however, the agent’s absolute risk aversion may increase with wealth in some cases.作者: Bronchial-Tubes 時(shí)間: 2025-3-22 05:26 作者: 平常 時(shí)間: 2025-3-22 11:55
Book 1997ome parameter values and not for others. The problem with Merton‘s solution is that it sometimes violates the constraints against negative wealth and negative consumption stated in Merton (1969) and presumably applicable in Merton (1971 and 1973). This not only affects the solution at the zero-wealt作者: 重力 時(shí)間: 2025-3-22 14:16
rect for some parameter values and not for others. The problem with Merton‘s solution is that it sometimes violates the constraints against negative wealth and negative consumption stated in Merton (1969) and presumably applicable in Merton (1971 and 1973). This not only affects the solution at the zero-wealt978-1-4613-7871-6978-1-4615-6257-3作者: carotid-bruit 時(shí)間: 2025-3-22 17:29
M. I. Taksarealth, however, must be assessed very careful- ly and in a differentiated manner. The few investigations dealing with this ques- tion arrive at different conclu978-3-540-17867-5978-3-642-83112-6Series ISSN 1431-4002 作者: 裁決 時(shí)間: 2025-3-22 21:47
Ioannis Karatzas,John P. Lehoczky,Suresh P. Sethi,Steven E. Shreve作者: lactic 時(shí)間: 2025-3-23 02:33 作者: Pudendal-Nerve 時(shí)間: 2025-3-23 07:58
E. L. Presman crisis” and the recession of 1974/1975, is characterized by increasing cyclical and structural problems and a continuing crisis in the labor market which has worsened dramatically since 1980: The annual mean values for the last 3 years (1983–1985) amount to about 2.2–2.3 million registered unemploy作者: CLAM 時(shí)間: 2025-3-23 11:40
crisis” and the recession of 1974/1975, is characterized by increasing cyclical and structural problems and a continuing crisis in the labor market which has worsened dramatically since 1980: The annual mean values for the last 3 years (1983–1985) amount to about 2.2–2.3 million registered unemploy作者: Confound 時(shí)間: 2025-3-23 16:49
M. I. Taksar,E. L. Presmannse says that unemployment is often detrimental to mental health; there are reports of people who commit suicide after being fired and of unemployed persons who take to crime. On the other hand, the employed man in the street has it that there are “welfare scroungers”. He believes that many unemploy作者: eczema 時(shí)間: 2025-3-23 18:39
E. L. Presmanment that a negative in- fluence of job loss on psychological well-being can be regarded as a validated finding. The influence on physical health, however, must be assessed very careful- ly and in a differentiated manner. The few investigations dealing with this ques- tion arrive at different conclu作者: CHECK 時(shí)間: 2025-3-23 22:34
E. L. Presmannse says that unemployment is often detrimental to mental health; there are reports of people who commit suicide after being fired and of unemployed persons who take to crime. On the other hand, the employed man in the street has it that there are “welfare scroungers”. He believes that many unemploy作者: instructive 時(shí)間: 2025-3-24 05:03
E. L. Presmaniterien für die Auswahl von Studienans?tzen grundlegend sein, als etwa bei der Thematik Cadmium/Nierenfunktion. Im folgenden Abschnitt sollen dennoch — ausgehend von den durchgeführten Recherchen — einige Punkte zusammengestellt werden, die die Rolle der Umweltepidemiologie skizzieren k?nnen.作者: echnic 時(shí)間: 2025-3-24 08:38 作者: 諄諄教誨 時(shí)間: 2025-3-24 11:15
M. J. Gordonten für die Epidemiologie liegen darin, über diese Zeitr?ume den Zusammenhang von Exposition und Gesundheitseffekt zu sichern. Dazu kommt, da? keine strahlenspezifische Malignome bekannt sind. Der Nachweis des Strahleneffektes l??t sich damit nur mit Hilfe statistischer Methoden über eine Erh?hung d作者: Bernstein-test 時(shí)間: 2025-3-24 15:13
ct descriptive strategies that can be used in a question-answering program, and show how they can be mixed to include the appropriate information from the knowledge base, given the user’s domain knowledge. We have implemented these strategies in TAILOR, a computer system that generates descriptions 作者: Enliven 時(shí)間: 2025-3-24 20:02
S. P. Sethi,M. J. Gordon,B. Inghamct descriptive strategies that can be used in a question-answering program, and show how they can be mixed to include the appropriate information from the knowledge base, given the user’s domain knowledge. We have implemented these strategies in TAILOR, a computer system that generates descriptions 作者: PALSY 時(shí)間: 2025-3-25 02:02 作者: Tailor 時(shí)間: 2025-3-25 04:23
Infinite-Horizon Investment Consumption Model with a Nonterminal Bankruptcypossibility of recovery from his bankruptcy. The main contribution of the paper is in the modeling of the recovery process. Moreover, it is shown that the model with recovery has a one-to-one correspondence with the model with terminal bankruptcy treated in the literature.作者: harangue 時(shí)間: 2025-3-25 09:34
Explicit Solution of a General Consumption/Portfolio Problem with Subsistence Consumption and Bankrunalysis allows for general continuously differentiable concave utility functions. The model takes into consideration that consumption must be no smaller than a given subsistence rate and that bankruptcy can occur. Thus the paper generalizes the results of Karatzas, Lehoczky, Sethi and Shreve (1986).作者: dandruff 時(shí)間: 2025-3-25 15:37 作者: 芭蕾舞女演員 時(shí)間: 2025-3-25 18:20 作者: stress-response 時(shí)間: 2025-3-25 23:27
http://image.papertrans.cn/o/image/702787.jpg作者: MURAL 時(shí)間: 2025-3-26 02:23
https://doi.org/10.1007/978-1-4615-6257-3Distribution; Investment; foundation; macroeconomics作者: otic-capsule 時(shí)間: 2025-3-26 05:38
Consumption/Investment Problemsrn on the portfolio as a whole. More specifically, he should select portfolios which are mean-variance efficient in that they minimize portfolio variance for a given expected return; see also Tobin (1958) and Markowitz (1987).作者: 擁護(hù)者 時(shí)間: 2025-3-26 10:05 作者: 無彈性 時(shí)間: 2025-3-26 12:52 作者: 圓錐體 時(shí)間: 2025-3-26 20:36 作者: hypnogram 時(shí)間: 2025-3-26 23:22
Explicit Solution of a General Consumption/ Investment Problemunction is determined explicitly, as are the optimal consumption and investment policies. The analysis is extended to consider more general risky investments. Under certain conditions, the value functions derived for geometric Brownian motion are shown to provide upper and lower bounds on the value functions in the more general context.作者: 施舍 時(shí)間: 2025-3-27 04:11 作者: OGLE 時(shí)間: 2025-3-27 07:30 作者: Accessible 時(shí)間: 2025-3-27 13:18
A Contribution to the Micro Foundation for Keynesian Macroeconomic Modelsonomic considerations to rule out those solutions which would seem to have little relevance for the macro behavior of consumption and investment. The most important feature of the remaining solutions is that the fraction of net worth consumed and the fraction invested in a risky portfolio both decline as net worth increases.作者: 大廳 時(shí)間: 2025-3-27 13:53 作者: Ardent 時(shí)間: 2025-3-27 18:12
Book 1997so far because he stood on the shoulders of gi- ants. Giants upon whose shoulders Professor Sethi and colleagues stand are Robert Merton, particularly Merton‘s (1969, 1971, 1973) seminal papers, and Paul Samuelson, particularly Samuelson (1969). Karatzas, Lehoczky, Sethi and Shreve (1986), hencefort作者: 討好女人 時(shí)間: 2025-3-27 22:18
Consumption-Investment Problem with Subsistence Consumption, Bankruptcy, and Random Market Coefficieients and finite horizon version of the problem treated by Sethi, Taksar and Presman (1992). The mathematical tools used in our analysis are optimal stopping, stochastic control, martingale theory, and Girsanov change of measure.作者: 功多汁水 時(shí)間: 2025-3-28 03:15 作者: Muscularis 時(shí)間: 2025-3-28 07:48
M. I. Taksarng a comparison of their results is the diversity of theoretical constructs associated with physical and especially mental health and, above all, an apparently inexhaustible variety of op- erationalizations of these constructs. It is significant that the six conclusions drawn from the present state 作者: 一個(gè)攪動(dòng)不安 時(shí)間: 2025-3-28 11:02
E. L. Presmanthe end of the 1950, involved an initially high but rapidly decreasing rate of unemployment. The second, which reached into the early 1970s brought — due to high rates of economic growth and a declining potential of the labor force — almost permanent full employment, the only interruption being the 作者: SHOCK 時(shí)間: 2025-3-28 17:36 作者: 欲望小妹 時(shí)間: 2025-3-28 19:12
M. I. Taksar,E. L. Presmanight of work for all”: they even appear to have overemployment when one considers the private activities of many and the overtime of some professional people. In Western Europe, an obvious overproduction of goods makes human labor redundant and pushes an ever-increasing proportion of people out of t作者: STENT 時(shí)間: 2025-3-29 00:58
E. L. Presmanrison of their results is the diversity of theoretical constructs associated with physical and especially mental health and, above all, an apparently inexhaustible variety of op- erationalizations of these constructs. It is significant that the six conclusions drawn from the present state of unemplo作者: 通情達(dá)理 時(shí)間: 2025-3-29 03:30 作者: Ceramic 時(shí)間: 2025-3-29 10:06 作者: formula 時(shí)間: 2025-3-29 11:56 作者: 粗魯?shù)娜?nbsp; 時(shí)間: 2025-3-29 15:58
M. J. Gordonuktion eines Hautkrebses als Folge langandauernder Einwirkung von R?ntgenstrahlen. Unz?hlige Untersuchungen in der Folgezeit führten zu dem Ergebnis, da? jede Exposition mit ionisierender Strahlung das Risiko eines gesundheitlichen Schadens in sich birgt; das hei?t, da? bis jetzt kein Schwellenwert 作者: 古董 時(shí)間: 2025-3-29 19:42
articular, a user’s level of knowledge about the domain of discourse is an important factor in this tailoring if the answer provided is to be both informative and understandable to the user. In this research, we address the issue of how the user’s domain knowledge can affect an answer. By studying t作者: 諂媚于性 時(shí)間: 2025-3-30 03:48 作者: 公社 時(shí)間: 2025-3-30 07:10 作者: 駭人 時(shí)間: 2025-3-30 09:11 作者: Evolve 時(shí)間: 2025-3-30 14:54
Explicit Solution of a General Consumption/ Investment Problemy of consumption. There are . distinct risky investments, modelled by dependent geometric Brownian motion processes, and one riskless (deterministic) investment. The analysis allows for a general utility function and general rates of return. The model and analysis take into consideration the inheren作者: 強(qiáng)制令 時(shí)間: 2025-3-30 16:57
