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Optimal Consumption and Investment with Bankruptcy

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Cover of 'Optimal Consumption and Investment with Bankruptcy'

Table of Contents

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    Book Overview
  2. Altmetric Badge
    Chapter 1 Consumption/Investment Problems
  3. Altmetric Badge
    Chapter 2 Explicit Solution of a General Consumption/ Investment Problem
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    Chapter 3 A Note on Merton’s “Optimum Consumption and Portfolio Rules in a Continuous-Time Model”
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    Chapter 4 Infinite-Horizon Investment Consumption Model with a Nonterminal Bankruptcy
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    Chapter 5 Risk-Aversion Behavior in Consumption/Investment Problems
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    Chapter 6 Explicit Solution of a General Consumption/Portfolio Problem with Subsistence Consumption and Bankruptcy
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    Chapter 7 Distribution of Bankruptcy Time in a Consumption/Portfolio Problem
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    Chapter 8 Risk-Aversion Behavior in Consumption/Investment Problems with Subsistence Consumption
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    Chapter 9 Consumption Behavior in Investment/Consumption Problems
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    Chapter 10 Equivalence of Objective Functionals in Infinite Horizon and Random Horizon Problems
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    Chapter 11 A Contribution to the Micro Foundation for Keynesian Macroeconomic Models
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    Chapter 12 Consumption-Investment Problem with Subsistence Consumption, Bankruptcy, and Random Market Coefficients
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    Chapter 13 Optimal Dynamic Consumption and Portfolio Planning in a Welfare State
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    Chapter 14 Optimal Consumption and Investment Policies Allowing for Consumption Constraints, Bankruptcy, and Welfare
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    Chapter 15 A Martingale Formulation for Optimal Consumption/Investment Decision Making
  17. Altmetric Badge
    Chapter 16 Concluding Remarks and Open Research Problems
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Title
Optimal Consumption and Investment with Bankruptcy
Published by
Springer US, January 1997
DOI 10.1007/978-1-4615-6257-3
ISBNs
978-1-4613-7871-6, 978-1-4615-6257-3
Authors

Sethi, Suresh P.

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 1 Mendeley reader of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 1 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 1 100%
Readers by discipline Count As %
Engineering 1 100%