Title of article :
Distribution of bankruptcy time in a consumption/portfolio problem
Author/Authors :
E. Presman، نويسنده , , S. Sethi، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Keywords :
Optimal consumption investment problem: Stochastic dynamic programming:Subsistence consumption: Bankruptcy
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control