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  5. A Consumption-Investment Problem with A Diminishing Basket of Goods

A Consumption-Investment Problem with A Diminishing Basket of Goods

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：zhangxueyh
【摘 要】
：
　　We consider the problem faced by an economic agent trying to find the optimal strategies for the joint management of her consumption from a basket of K good
【作 者】
：
MousaAbdelrahim; 
【机 构】
：
Birzeit Univ.
【出 处】
：
第八届工业与应用数学国际大会
【发表日期】
：
2015年期
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论文部分内容阅读
　　We consider the problem faced by an economic agent trying to find the optimal strategies for the joint management of her consumption from a basket of K goods that may become unavailable for consumption from some random time τi onwards,and her investment portfolio in a financial market model comprised of one risk-free security and an arbitrary number of risky securities driven by a multidimensional Brownian motion.
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