搜索结果: 1-6 共查到“消费经济学 Optimal”相关记录6条 . 查询时间(0.109 秒)
Diagnosing Consumer Confusion and Sub-Optimal Shopping Effort:Theory and Mortgage-Market Evidence
Diagnosing Consumer Confusion Sub-Optimal Shopping Theory and Mortgage-Market
2015/7/20
Mortgage loans are leading examples of transactions where experts on one side of the market take advantage of consumers’ lack of knowledge and experience. We study the compensation that borrowers pay ...
Optimal Portfolio Rules in Continuous Time When the Nonnegativity Constraint on Consumption is Binding
Optimal Portfolio Rules Continuous Time Consumption Binding
2015/5/13
Optimal Portfolio Rules in Continuous Time When the Nonnegativity Constraint on Consumption is Binding.
Optimal Aggregation of Consumer Ratings:An Application to Yelp.com
Crowdsourcing Social Network E-Commerce Yelp Learning Information Demand and Consumers
2015/4/27
Consumer review websites leverage the wisdom of the crowd, with each product being reviewed many times (some with more than 1,000 reviews). Because of this, the way in which information is aggregated ...
Optimal consumption and investment for markets with randoms coefficients
Black-Scholes market Stochastic volatility Optimal consumption and Investment Hamilton-Jacobi-Bellman equation Banach fixed point theorem Feynman - Kac formula.
2011/3/23
We consider an optimal consumption - investment problem for financial markets of Black-Scholes's type with the random coefficients. The existence and uniqueness theorem for the Hamilton-Jacobi-Bellman...
Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions
Optimal consumption investment bounded downside risk measures logarithmic utility functions
2010/10/18
We investigate optimal consumption problems for a Black-Scholes market under uniform restrictions on Value-at-Risk and Expected Shortfall for logarithmic utility functions. We find the solutions in t...
The Opportunity Process for Optimal Consumption and Investment with Power Utility
consumption semimartingale dynamic programming con-vex duality
2010/11/3
We study the utility maximization problem for power utility ran-dom fields in a semimartingale financial market, with and without intermediate consumption. The notion of an opportunity process is intr...