CFS Working Papers

 

CFS Working Paper No. 408 (2012/07)

 

Authors: Holger Kraft (CFS, Goethe University Frankfurt), Mogens Steffensen (University of Copenhagen)

 

July 17, 2012

Keywords

  • Finance
  • Markov Processes
  • Consumpiton-investment Problems
  • Utility Maximization
  • Bellman Equations

Classification

G11

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