Optimal consumption-portfolio policies: A convergence from discrete to continuous time models (Q1181669)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal consumption-portfolio policies: A convergence from discrete to continuous time models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption-portfolio policies: A convergence from discrete to continuous time models |
scientific article |
Statements
Optimal consumption-portfolio policies: A convergence from discrete to continuous time models (English)
0 references
27 June 1992
0 references
optimal intertemporal consumption
0 references
continuous time multidimensional diffusion model
0 references
