A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients (Q1198577): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:29, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients |
scientific article |
Statements
A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients (English)
0 references
16 January 1993
0 references
continuous-time, consumption/investment problem
0 references
