On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (Q538323): Difference between revisions
From MaRDI portal
Revision as of 01:55, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk |
scientific article |
Statements
On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (English)
0 references
25 May 2011
0 references
optimal portfolios
0 references
Hamilton-Jacobi-Bellman equation
0 references
stochastic market price of risk
0 references
verification theorem
0 references
0 references
0 references