Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.spa.2004.08.001 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2004.08.001 / rank | |||
Normal rank | |||
Latest revision as of 23:00, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income |
scientific article |
Statements
Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (English)
0 references
5 August 2005
0 references
finance
0 references
optimal portfolios
0 references
recursive utility
0 references
BSDE
0 references
FBSDE
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
