My Account Log in

1 option

Optimal investment / L. C. G. Rogers.

Lippincott Library HG4529 .R64 2013
Loading location information...

Available This item is available for access.

Log in to request item
Format:
Book
Author/Creator:
Rogers, L. C. G.
Series:
SpringerBriefs in quantitative finance
SpringerBriefs in quantitative finance, 2192-7006
Language:
English
Subjects (All):
Investment analysis--Mathematical models.
Investment analysis.
Merton Model.
Physical Description:
x, 156 pages : illustrations ; 24 cm.
Place of Publication:
Berlin ; New York : Springer, 2013.
Contents:
1. The Merton Problem
Introduction
The Value Function Approach
The Dual Value Function Approach
The Static Programming Approach
The Pontryagin-Lagrange Approach
When is the Merton Problem Well Posed?
Linking Optimal Solutions to the State-Price Density
Dynamic Stochastic General Equilibrium Models
CRRA Utility and Efficiency
2. Variations
The Finite-Horizon Merton Problem
Interest-Rate Risk
A Habit Formation Model
Transaction Costs
Optimisation under Drawdown Constraints
Annual Tax Accounting
History-Dependent Preferences
Non-CRRA Utilities
An Insurance Example with Choice of Premium Level
Markov-Modulated Asset Dynamics
Random Lifetime
Random Growth Rate
Utility from Wealth and Consumption
Wealth Preservation Constraint
Constraint on Drawdown of Consumption
Option to Stop Early
Optimization under Expected Shortfall Constraint
Recursive Utility
Keeping up with the Jones's
Performance Relative to a Benchmark
Utility from Slice of the Cake
Investment Penalized by Riskiness
Lower Bound for Utility
Production and Consumption
Preferences with Limited Look-Ahead
Investing in an Asset with Stochastic Volatility
Varying Growth Rate
Beating a Benchmark
Leverage Bound on the Portfolio
Soft Wealth Drawdown
Investment with Retirement
Parameter Uncertainty
Robust Optimization
Labour Income
3. Numerical Solution
Policy Improvement
Optimal Stopping
One-Dimensional Elliptic Problems
Multi-Dimensional Elliptic Problems
Parabolic Problems
Boundary Conditions
Iterative Solutions of PDEs
Value Recursion
Newton's Method
4. How Well Does It Work?
Stylized Facts About Asset Returns
Estimation of l: The 20s Example
Estimation of V.
Notes:
Includes bibliographical references and index.
ISBN:
3642352014
9783642352010
OCLC:
816512490

The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.

Find

Home Release notes

My Account

Shelf Request an item Bookmarks Fines and fees Settings

Guides

Using the Find catalog Using Articles+ Using your account