Consumption and investment under constraints (Q5894595): Difference between revisions

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Revision as of 01:06, 20 March 2024

scientific article; zbMATH DE number 983616
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English
Consumption and investment under constraints
scientific article; zbMATH DE number 983616

    Statements

    Consumption and investment under constraints (English)
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    27 February 1997
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    Consumption--investment
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    Constrained consumption
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    Wealth bounds
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    Portfolio constraints
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    Martingale measures
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    Convex duality
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    Identifiers