Optimal consumption and investment with bounded downside risk for power utility functions (Q3400713): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| (5 intermediate revisions by 4 users not shown) | |||
| label / en | label / en | ||
Optimal consumption and investment with bounded downside risk for power utility functions | |||
| Property / author | |||
| Property / author: Serguei Pergamenchtchikov / rank | |||
| Property / author | |||
| Property / author: Serguei Pergamenchtchikov / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / arXiv classification | |||
q-fin.PM | |||
| Property / arXiv classification: q-fin.PM / rank | |||
Normal rank | |||
| Property / arXiv classification | |||
math.PR | |||
| Property / arXiv classification: math.PR / rank | |||
Normal rank | |||
| Property / arXiv classification | |||
q-fin.PR | |||
| Property / arXiv classification: q-fin.PR / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1002.2487 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 15:22, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and investment with bounded downside risk for power utility functions |
scientific article |
Statements
5 February 2010
0 references
portfolio optimization
0 references
stochastic optimal control
0 references
risk constraints
0 references
q-fin.PM
0 references
math.PR
0 references
q-fin.PR
0 references
