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Optimal Consumption and Investment with Bankruptcy

Overview of attention for book
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
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    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
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    Chapter 16 Concluding Remarks and Open Research Problems
Attention for Chapter 10: Equivalence of Objective Functionals in Infinite Horizon and Random Horizon Problems
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Chapter title
Equivalence of Objective Functionals in Infinite Horizon and Random Horizon Problems
Chapter number 10
Book title
Optimal Consumption and Investment with Bankruptcy
Published by
Springer, Boston, MA, January 1997
DOI 10.1007/978-1-4615-6257-3_10
Book ISBNs
978-1-4613-7871-6, 978-1-4615-6257-3
Authors

E. L. Presman, Presman, E. L.

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