On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (Q538323): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk |
scientific article |
Statements
On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (English)
0 references
25 May 2011
0 references
optimal portfolios
0 references
Hamilton-Jacobi-Bellman equation
0 references
stochastic market price of risk
0 references
verification theorem
0 references
