Optimal investment decisions when time-horizon is uncertain (Q952683): Difference between revisions

@@ Property / DOI @@
-.1016/j.jmateco.2007.09.004
@@ Property / DOI: 10.1016/j.jmateco.2007.09.004 / rank @@
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@@ Property / author @@
+Monique Jeanblanc-Picqué
@@ Property / author: Monique Jeanblanc-Picqué / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmateco.2007.09.004
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@@ Property / OpenAlex ID @@
+W2041537059
@@ Property / OpenAlex ID: W2041537059 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic asset pricing theory with uncertain time-horizon
+Normal rank
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+Wealth-path dependent utility maximization in incomplete markets
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+Pricing and hedging in the presence of extraneous risks
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Q5658888
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+Q4032143
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+Utility Maximization with Discretionary Stopping
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+An equilibrium characterization of the term structure
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@@ Property / DOI @@
+.1016/J.JMATECO.2007.09.004
@@ Property / DOI: 10.1016/J.JMATECO.2007.09.004 / rank @@
+Normal rank