Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681): Difference between revisions

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Latest revision as of 09:57, 15 May 2024

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Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
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    Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (English)
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    25 June 1992
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    martingale approach
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    dynamic consumption-portfolio problem
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    continuous time
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    incomplete markets
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    short-sale constraints
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    minimax local martingale
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    quasi-linear partial differential equation
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