On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (Q538323)

From MaRDI portal
Revision as of 19:50, 9 February 2024 by RedirectionBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk
scientific article

    Statements

    On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (English)
    0 references
    0 references
    0 references
    25 May 2011
    0 references
    optimal portfolios
    0 references
    Hamilton-Jacobi-Bellman equation
    0 references
    stochastic market price of risk
    0 references
    verification theorem
    0 references

    Identifiers