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Optimal Consumption and Investment with Bankruptcy
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Optimal Consumption and Investment with Bankruptcy

Författare:
Engelska
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The problem with Merton's solution is that it sometimes violates the constraints against negative wealth and negative consumption stated in Merton (1969) and presumably applicable in Merton (1971 and 1973).
Författare
Suresh P. Sethi
Upplaga
Softcover reprint of the original 1st ed. 1997
ISBN
9781461378716
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2012-10-10
Sidor
428