A Dynamic Investment Model under Time-Inconsistency
نویسندگان
چکیده
منابع مشابه
dynamic investment model under heterogeneous information and probability beliefs:
since the rate of return on different opportunities for investment is random, the optimal distribution of ones capital is put foreward as a stochastic control problem. in this paper, using modem techniques in the theory of random functions and the stochsatic calculus, the problem is discussed for the case when the information possessed by the different investors, as well as their probability be...
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ژورنال
عنوان ژورنال: Bogazici Journal
سال: 2016
ISSN: 1300-9583
DOI: 10.21773/boun.30.1.2