Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (Q376839): Difference between revisions
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\(\alpha\)-maxmin expected CES utility | |||
| Property / zbMATH Keywords: \(\alpha\)-maxmin expected CES utility / rank | |||
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stochastic control | |||
| Property / zbMATH Keywords: stochastic control / rank | |||
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backward stochastic differential equations | |||
| Property / zbMATH Keywords: backward stochastic differential equations / rank | |||
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optimization of utility | |||
| Property / zbMATH Keywords: optimization of utility / rank | |||
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variational inequality | |||
| Property / zbMATH Keywords: variational inequality / rank | |||
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optimal consumption-leisure-portfolio and retirement | |||
| Property / zbMATH Keywords: optimal consumption-leisure-portfolio and retirement / rank | |||
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Revision as of 10:46, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity |
scientific article |
Statements
Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (English)
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19 November 2013
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\(\alpha\)-maxmin expected CES utility
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stochastic control
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backward stochastic differential equations
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optimization of utility
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variational inequality
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optimal consumption-leisure-portfolio and retirement
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