Down-side risk minimization under prescribed consumption level (Q3119605): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.3233/rda-2011-0058 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2112008723 / rank
 
Normal rank

Latest revision as of 09:03, 30 July 2024

scientific article
Language Label Description Also known as
English
Down-side risk minimization under prescribed consumption level
scientific article

    Statements

    Down-side risk minimization under prescribed consumption level (English)
    0 references
    12 March 2019
    0 references
    large deviation
    0 references
    long-term investment and consumption
    0 references
    risk-sensitive stochastic control
    0 references
    H-J-B equation of ergodic type
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references