OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES (Q3393969): Difference between revisions

@@ Property / author @@
-Alain Bensoussan
@@ Property / author: Alain Bensoussan / rank @@
-Normal rank
@@ Property / author @@
-Q170700
@@ Property / author: Q170700 / rank @@
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@@ Property / author @@
+Alain Bensoussan
@@ Property / author: Alain Bensoussan / rank @@
+Normal rank
@@ Property / author @@
+Suresh P. Sethi
@@ Property / author: Suresh P. Sethi / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2009.00362.x
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+W1989537568
@@ Property / OpenAlex ID: W1989537568 / rank @@
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@@ Property / cites work @@
+The Role of Learning in Dynamic Portfolio Decisions *
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@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3760262
@@ Property / cites work: Q3760262 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Uncertainty and Optimal Consumption Decisions
@@ Property / cites work: Uncertainty and Optimal Consumption Decisions / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+The Accumulation of Risky Capital: A Sequential Utility Analysis
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+Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients
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@@ Property / cites work @@
+Optimal investment and consumption with transaction costs
+Normal rank
@@ Property / cites work @@
+A Consumption-Oriented Theory of the Demand for Financial Assets and the Term Structure of Interest Rates
+Normal rank
@@ Property / cites work @@
+On the optimal filtering of diffusion processes
@@ Property / cites work: On the optimal filtering of diffusion processes / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3393969