Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (Q3470222): Difference between revisions

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Latest revision as of 12:33, 20 June 2024

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Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments
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    Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (English)
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    1990
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    optimal capital accumulation
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    portfolio choice
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    infinite horizon
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    continuous time
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    semimartingale
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    stochastic calculus
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    calculus of variations
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    discounted relative risk aversion
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    continuous-time
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