和大师的们的思想碰撞 登录 注册
加入支持让我们有继续维护的动力!会员畅享查看所有预告 立即购买

金融工程研究中心学术报告:Optimal housing, consumption and portfolio choices


来源:
学校官网

收录时间:
2024-12-27 16:23:58

时间:
2024-12-28 14:00:00

地点:
金融工程研究中心105学术报告厅

报告人:
李仲飞 教授 南方科技大学

学校:
-/-

关键词:
housing, consumption, portfolio, stochastic income, financial assets, mortgage loan, utility maximization, stochastic control, impulse control

简介:
This paper investigates a housing, investment and consumption problem for a household who has stochastic income, consumes on non-housing goods, invests in financial assets, and plans to buy a house for dwelling. When buying a house, the household is required to pay a fraction of the housing value as the down payment and finances the rest through a mortgage loan. The household obtains utility from the consumption before buying a house, and from the consumption and housing units after buying a house. The household aims to maximize the total expected discounted utility, and to find the optimal consumption and investment strategies before and after buying a house, the optimal time to buy a house and the optimal housing units.

-/- 65
报告介绍:
本讲座将探讨一个家庭在面对随机收入时,在住房、投资和消费方面的问题。具体包括购买住房前后的最优消费和投资策略、购房的最佳时机以及最优住房单位的选择。通过将问题转化为结合随机控制和脉冲控制的问题,研究结果表明时间偏好、消费偏好、首付比例和相对风险厌恶系数在其中起着重要作用。
报告人介绍:
李仲飞,南方科技大学讲席教授,国务院学位委员会学科评议组成员,曾获教育部CJ学者特聘教授、国家杰青、全国模范教师、国务院政府特殊津贴专家、全国百篇优秀博士学位论文、新中国成立70周年观礼嘉宾等奖励与荣誉。曾任中山大学岭南学院特聘教授、社科处处长、管理学院执行院长、创业学院院长。

购买下会员支持下吧...用爱发电已经很久了 立即购买

更多讲座报告

邮件提醒 短信提醒

本文节选自学校官网,仅提供聚合查看,所有立场、观点等不代表本站立场。