Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Morten Tolver Kronborg"'
Autor:
Morten Tolver Kronborg
Publikováno v:
Risks, Vol 2, Iss 2, Pp 171-194 (2014)
We present the optimal consumption and investment strategy for an investor, endowed with labor income, searching to maximize utility from consumption and terminal wealth when facing a binding capital constraint of a European (constraint on terminal w
Externí odkaz:
https://doaj.org/article/687257fbbafc4160a7df8ae84b137e63
Publikováno v:
Insurance: Mathematics and Economics. 67:1-20
The purpose of the paper is twofold. First, we consider entrance times of random walks, i.e. the time of first entry to the negative axis. Partition sum formulas are given for entrance time probabilities, the n th derivative of the generating functio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2714a3dd8801f49ea4f48e62e8db339c
https://doi.org/10.1016/j.insmatheco.2015.11.006
https://doi.org/10.1016/j.insmatheco.2015.11.006
Publikováno v:
Journal of Behavioral and Experimental Finance. 6:56-66
Under the assumption of zero correlation between cost ratios and expected investment returns we analyze the impact of proportional investment costs. We consider a constant relative risk aversion investor optimizing expected utility from terminal weal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fa957bf34dd9be940d97672b3ca1a458
https://doi.org/10.1016/j.jbef.2015.03.004
https://doi.org/10.1016/j.jbef.2015.03.004
Publikováno v:
Applied Mathematics & Optimization. 71:473-515
In a traditional Black---Scholes market we develop a verification theorem for a general class of investment and consumption problems where the standard dynamic programming principle does not hold. The theorem is an extension of the standard Hamilton-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::afd4fb0691c983cbe1ea8ffee3215756
https://doi.org/10.1007/s00245-014-9267-z
https://doi.org/10.1007/s00245-014-9267-z
Publikováno v:
Scandinavian Actuarial Journal. 2015:59-87
We consider an investor, with an uncertain life time, endowed with deterministic labor income, who has the possibility to continuously invest in a Black-Scholes market and to buy life insurance or annuities. We solve the optimal consumption, investme
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3ac35167552677c7a5298fa54732a63b
https://doi.org/10.1080/03461238.2013.775964
https://doi.org/10.1080/03461238.2013.775964
Autor:
Jørn Herrstedt, Morten Quist, Tom Møller, Morten Tolver Kronborg, Mikael Rørth, Maria Stage, Lis Adamsen, Kirsten Vistisen, Christina Andersen, Dorte Kronborg, Birgitte Christiansen, Marie Topp Baadsgaard, Julie Midtgaard
Publikováno v:
The BMJ
University of Copenhagen
University of Copenhagen
Objective To assess the effect of a multimodal group exercise intervention, as an adjunct to conventional care, on fatigue, physical capacity, general wellbeing, physical activity, and quality of life in patients with cancer who were undergoing adjuv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::734b23e4c0ac19de541d6cfb02c6711b
http://europepmc.org/articles/PMC2762035
http://europepmc.org/articles/PMC2762035