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Distribution of bankruptcy time in a consumption/portfolio problem

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  • Presman, E.
  • Sethi, S.

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  • Presman, E. & Sethi, S., 1996. "Distribution of bankruptcy time in a consumption/portfolio problem," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 471-477.
    • Handle: RePEc:eee:dyncon:v:20:y:1996:i:1-3:p:471-477
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    References listed on IDEAS

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    1. Sethi, Suresh P. & Taksar, Michael I. & Presman, Ernst L., 1995. "Erratum," Journal of Economic Dynamics and Control, Elsevier, vol. 19(5-7), pages 1297-1298.
    2. Sethi, Suresh P. & Taksar, Michael I. & Presman, Ernst L., 1992. "Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy," Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 747-768.
    3. E. Presman & S. Sethi, 1991. "Risk‐Aversion Behavior In Consumption/Investment Problems1," Mathematical Finance, Wiley Blackwell, vol. 1(1), pages 100-124, January.
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