Northwestern University

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Filtering by: Keyword optimization Keyword liquidity Subject Industrial Engineering and Management Sciences

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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