09-054/2 - Investment under Risk with Discrete and Continuous Assets

• Authors
  Chris Elbers, VU University Amsterdam; Jan Willem Gunning, VU University Amsterdam; Melinda Vigh, VU University Amsterdam
• Publication date
  June 16, 2009

• Keywords
  value function iteration, mixed continuous/discrete controls, stochastic dynamic choice model
• JEL
  C61, C63, C51, E12, G11, Q12