Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (Q3787900): Difference between revisions
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Revision as of 20:00, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon |
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Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (English)
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1987
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utility functions
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martingale representation theorem
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Feynman-Kac theorem
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consumption/investment decision problem
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optimal portfolio and consumption rules
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feedback
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