Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (Q3470222): Difference between revisions
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Revision as of 11:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments |
scientific article |
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Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (English)
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1990
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optimal capital accumulation
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portfolio choice
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infinite horizon
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continuous time
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semimartingale
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stochastic calculus
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calculus of variations
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discounted relative risk aversion
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continuous-time
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