Theory of dynamic portfolio for survival under uncertainty (Q1377484)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Theory of dynamic portfolio for survival under uncertainty |
scientific article |
Statements
Theory of dynamic portfolio for survival under uncertainty (English)
0 references
26 January 1998
0 references
discrete time
0 references
dynamic optimization
0 references
probability of survival
0 references
risk portfolio choice
0 references
stationary optimal policies
0 references
variable risk preference
0 references
