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Filtering by: Keyword optimization Resource type Dissertation 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
Second-Order Methods for Stochastic and Nonsmooth Optimization

Description:

The goal of this thesis is to design practical algorithms for nonlinear optimization in the case when the objective function is stochastic or nonsmooth. The thesis is divided into three chapters. Chapter 1 describes an active-set method for the minimization of an objective function that is structurally nonsmooth, viz., it...

Keyword:

machine learning, optimization, deep learning, Newton, nonsmooth, and quasi-Newton

Subject:

Industrial Engineering and Management Sciences

Creator:

Nitish Shirish Keskar

Owner:

Scholarly Digital Publishing

Date Uploaded:

04/16/2018

Date Modified:

04/16/2018

Date Created:

2017-01-01

Resource Type:

Dissertation

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

Second-Order Methods for Stochastic and Nonsmooth Optimization

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