Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (Q376839): Difference between revisions
From MaRDI portal
Latest revision as of 02:36, 7 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity |
scientific article |
Statements
Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (English)
0 references
19 November 2013
0 references
\(\alpha\)-maxmin expected CES utility
0 references
stochastic control
0 references
backward stochastic differential equations
0 references
optimization of utility
0 references
variational inequality
0 references
optimal consumption-leisure-portfolio and retirement
0 references
0 references
0 references
0 references
