9781334017841 - consumption-porfolio policies: an inverse optimal problem (classic reprint) di he, hua (4 risultati)
- Brossura
Da: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 24,97
Spedizione gratuitaSpedito in U.S.A.Quantità: 15 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
- Brossura
Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 24,64
EUR 3,87 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 15 disponibili
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
- Brossura
- Print on Demand
Da: Forgotten Books, London, Regno UnitoForgotten Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 15,67
Spedizione gratuitaSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Paperback. Condizione: New. Print on Demand. This book presents a novel framework for analyzing the problem of optimal consumption and investment decisions in the presence of uncertain future conditions. Previous literature on this subject focused primarily on deriving optimal policies contingent on exogenous processes governing… future uncertainty. This book, however, addresses the inverse problem - given an arbitrary consumption-portfolio policy, it seeks to determine necessary and sufficient conditions that must be satisfied such that the policy is an optimal solution for some economic agent with an increasing, strictly concave, time-additive, and state-independent utility function and under general specifications of the prices of risky assets. The author derives these conditions and offers an integral formula to recover the utility function that supports a given optimal policy, providing a dynamic recoverability perspective on incomplete financial markets with continuous trading. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.
- Brossura
Da: Bulrushed Books, Moscow, ID, U.S.A.Bulrushed Books
Contatta il venditoreVenditore con 4 stelleCondizione: Usato - Come nuovo
EUR 450,23
EUR 7,85 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
Condizione: Like New. In unused condition, may show some slight shelf wear, but otherwise unread. This title was digitally scanned from a rare, out of print edition, and will have some visual artifacts from that process.
