Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (Q3787900): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/0325086 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2090220594 / rank | |||
Normal rank | |||
Latest revision as of 21:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon |
scientific article |
Statements
Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (English)
0 references
1987
0 references
utility functions
0 references
martingale representation theorem
0 references
Feynman-Kac theorem
0 references
consumption/investment decision problem
0 references
optimal portfolio and consumption rules
0 references
feedback
0 references
