Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (Q376839): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s11766-012-2749-3 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2154851259 / rank | |||
Normal rank | |||
Revision as of 19:52, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity |
scientific article |
Statements
Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (English)
0 references
19 November 2013
0 references
\(\alpha\)-maxmin expected CES utility
0 references
stochastic control
0 references
backward stochastic differential equations
0 references
optimization of utility
0 references
variational inequality
0 references
optimal consumption-leisure-portfolio and retirement
0 references
