Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681): Difference between revisions
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Revision as of 23:31, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case |
scientific article |
Statements
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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