Northwestern University

Parent Unit Name

Login

LIBRARIES | ARCH

Menu Search

Start Over

Filtering by: Type Work Keyword non-decreasing Keyword optimization Subject Industrial Engineering and Management Sciences

1 entry found

List Gallery Masonry Slideshow

The Impact of Consumption and Liquidity Constraints on Optimal Consumption and Investment Decisions

Description:

Both individual and institutional investors face a number of constraints in their consumption and investment decisions. We look at well-motivated constraints on the consumption process as well as liquidity constraints and study their impact on optimal consumption and investment policies under a dynamic discrete time setting.

Keyword:

investment, optimization, liquidity, portfolio, consumption, and non-decreasing

Subject:

Industrial Engineering and Management Sciences

Creator:

Amit Vijay Bhandari

Owner:

Scholarly Digital Publishing

Date Uploaded:

09/07/2018

Date Modified:

09/07/2018

Date Created:

2008-05-06

Resource Type:

Dissertation