Optimal Investment With Intermediate Consumption And Random Endowment
Work
Year: 2014
Type: article
Abstract: We consider an optimal investment problem with intermediate consumption and random endowment, in an incomplete semimartingale model of the financial market. We establish the key assertions of the util... more
Source: Mathematical Finance
Author Oleksii Mostovyi
Institution The University of Texas at Austin
Cites: 28
Cited by: 27
Related to: 10
FWCI: 3.632
Citation percentile (by year/subfield): 94.38
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green
Funder National Science Foundation
Grant ID DMS‐0955614