On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (Q538323): Difference between revisions

@@ Property / author @@
-Kamimura, Shoji
@@ Property / author: Kamimura, Shoji / rank @@
-Normal rank
@@ Property / author @@
+Kamimura, Shoji
@@ Property / author: Kamimura, Shoji / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10690-010-9128-y
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+W2020515553
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+Risk-sensitive dynamic asset management
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