Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:48, 3 February 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
