Feasibility and transversality conditions for models of portfolio choice with non-expected utility in continuous time (Q1392150): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / cites work: Stochastic Differential Utility / rank | |||
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| Property / cites work: Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework / rank | |||
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| Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank | |||
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| Property / cites work: Portfolio choice with non-expected utility in continuous time / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0165-1765(96)00914-7 / rank | |||
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Latest revision as of 10:59, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feasibility and transversality conditions for models of portfolio choice with non-expected utility in continuous time |
scientific article |
Statements
Feasibility and transversality conditions for models of portfolio choice with non-expected utility in continuous time (English)
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23 July 1998
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feasibility and transversality conditions
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continuous-time consumption-portfolio problem
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GIE preferences
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