骇人 发表于 2025-3-30 09:11:16

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Evolve 发表于 2025-3-30 14:54:05

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

强制令 发表于 2025-3-30 16:57:37

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查看完整版本: Titlebook: Optimal Consumption and Investment with Bankruptcy; Suresh P. Sethi Book 1997 Springer Science+Business Media New York 1997 Distribution.I