OPTIMAL CONSUMPTION AND PORTFOLIO SELECTION WITH INCOMPLETE MARKETS AND UPPER AND LOWER BOUND CONSTRAINTS (Q4372020): 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 16:32, 5 March 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
