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Inconsistent Investment and Consumption Problems
Morten Tolver Kronborg,
Mogens Steffensen
Department of Mathematical Sciences
20
Citations (Scopus)
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Dive into the research topics of 'Inconsistent Investment and Consumption Problems'. Together they form a unique fingerprint.
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Mathematics
Inconsistent
100%
Risk Aversion
78%
Strategy
55%
Optimal Investment
38%
Commitment
34%
Money
34%
Dynamic Programming Principle
18%
Dependent
17%
Black-Scholes
17%
Theorem
15%
Standards
14%
Standard deviation
13%
Market
13%
Linear Function
12%
Directly proportional
11%
Nonlinear Differential Equations
11%
Calculate
10%
Form
5%
Model
4%
Class
3%
Engineering & Materials Science
Personnel
42%
Dynamic programming
18%
Differential equations
16%