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Filtering by: Keyword optimization Keyword portfolio Resource type Dissertation Subject Industrial Engineering and Management Sciences

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1. 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