OPTIMAL CONSUMPTION AND PORTFOLIO SELECTION WITH INCOMPLETE MARKETS AND UPPER AND LOWER BOUND CONSTRAINTS (Q4372020): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:00, 7 February 2024
scientific article; zbMATH DE number 1106706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL CONSUMPTION AND PORTFOLIO SELECTION WITH INCOMPLETE MARKETS AND UPPER AND LOWER BOUND CONSTRAINTS |
scientific article; zbMATH DE number 1106706 |
Statements
OPTIMAL CONSUMPTION AND PORTFOLIO SELECTION WITH INCOMPLETE MARKETS AND UPPER AND LOWER BOUND CONSTRAINTS (English)
0 references
21 January 1998
0 references
optimal portfolio
0 references
time-additive utility function
0 references
martingale approach
0 references
duality
0 references
upper and lower bounds
0 references
existence of dual optimal solutions
0 references
