Optimal Consumption-Investment Decisions Allowing for Bankruptcy: A Brief Survey

Author:

Sethi Suresh P.

Publisher

Springer US

Reference35 articles.

1. A. Cadenillas and S.P. Sethi (1997), “The Consumption Investment Problem with Subsistence Consumption, Bankruptcy, and Random Market Coefficients,” J. Opt. Theory & Appl., 93, (2).

2. J.C. Cox and C.F. Huang (1989), “Optimal Consumption and Portfolio Policies when Asset Prices Follow a Diffusion Process,” J. Econ. Theory, 49, 33–83.

3. M.H.A. Davis and A. Norman (1990), “Portfolio Selection with Transaction Costs.” Math. Oper. Research, 15, 676–713.

4. M.J. Gordon and S.P. Sethi (1997), “A Contribution to the Micro Foundation for Keynesian Macroeconomic Models,” Chapter 11 in Sethi (1997), 217–244.

5. M.J. Gordon and S.P. Sethi (1998), “Consumption and Investment When Bankruptcy is not a Fate Worse than Death,” Method, Theory and Policy in Keynes, Philip Arestis, Editor, Edward Elgar, Cheltenham, U.K., 88–108.

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