| The corporate optimal portfolio and consumption choice problem in the real project with borrowing rate higher than deposit rate | |
| Wu, Z; Zhang, L | |
| 刊名 | APPLIED MATHEMATICS AND COMPUTATION
 |
| 2006 | |
| 卷号 | 175期号:2页码:1596-1608 |
| 关键词 | consumption/investment optimization dynamic programming principle HJB equations stochastic control hyperbolic absolute risk aversion |
| DOI | 10.1016/j.amc.2005.09.007 |
| URL标识 | 查看原文 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/6285440 |
| 专题 | 山东大学 |
| 作者单位 | Shandong Univ, Sch Math & Syst Sci, Jinan 250100, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Wu, Z,Zhang, L. The corporate optimal portfolio and consumption choice problem in the real project with borrowing rate higher than deposit rate[J]. APPLIED MATHEMATICS AND COMPUTATION,2006,175(2):1596-1608. |
| APA | Wu, Z,&Zhang, L.(2006).The corporate optimal portfolio and consumption choice problem in the real project with borrowing rate higher than deposit rate.APPLIED MATHEMATICS AND COMPUTATION,175(2),1596-1608. |
| MLA | Wu, Z,et al."The corporate optimal portfolio and consumption choice problem in the real project with borrowing rate higher than deposit rate".APPLIED MATHEMATICS AND COMPUTATION 175.2(2006):1596-1608. |
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