Zobrazeno 1 - 10
of 104
pro vyhledávání: '"David Hobson"'
Publikováno v:
Finance and Stochastics. 27:127-158
The goal of this article is to provide a detailed introduction to infinite-horizon investment–consumption problems for agents with preferences described by Epstein–Zin (EZ) stochastic differential utility (SDU). In the setting of a Black–Schole
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0e82deda5a16d9cf07702f78fa151e37
https://doi.org/10.1007/s00780-022-00495-6
https://doi.org/10.1007/s00780-022-00495-6
Publikováno v:
Finance and Stochastics. 27:159-188
In this article, we consider the optimal investment–consumption problem for an agent with preferences governed by Epstein–Zin (EZ) stochastic differential utility (SDU) over an infinite horizon. In a companion paper Herdegen et al. (Finance Stoch
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b3350d4e386a2795588b9eccbe7ccae9
https://doi.org/10.1007/s00780-022-00496-5
https://doi.org/10.1007/s00780-022-00496-5
Autor:
Matthew Zeng, David Hobson
Publikováno v:
Journal of Applied Probability. 57:981-1004
In a classical, continuous-time, optimal stopping problem, the agent chooses the best time to stop a stochastic process in order to maximise the expected discounted return. The agent can choose when to stop, and if at any moment they decide to stop,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::159bba2006769361f4e6c7416dd31209
https://doi.org/10.1017/jpr.2020.43
https://doi.org/10.1017/jpr.2020.43
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::402c1c13760becaaf297e73039cecf89
https://doi.org/10.2139/ssrn.4217738
https://doi.org/10.2139/ssrn.4217738
The management of agricultural soils during crop establishment can affect root development due to changes in the soil structure. This paper assesses the influence of tillage depth (250 mm, 100 mm, and zero tillage) and traffic management (conventiona
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c66d42cfd0aef9b78e8f94ead406deb4
https://soil.copernicus.org/preprints/soil-2021-129/
https://soil.copernicus.org/preprints/soil-2021-129/
Autor:
Hooke., David Hobson
This thesis was scanned from the print manuscript for digital preservation and is copyright the author. Researchers can access this thesis by asking their local university, institution or public library to make a request on their behalf. Monash staff
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::10e9dd45e6667eebcd1115599cabc2a9