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    Statements

    author
    Ioannis Karatzas
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    Peter Lakner
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    John P. Lehoczky
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    Q163407
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    publication date
    26 June 1992
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    zbMATH Keywords
    dynamic stochastic economy
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    equilibrium financial market
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    Arrow-Pratt indices of relative risk aversion
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    Identifiers

    Mathematics Subject Classification ID
    91B62
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    91B50
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    91B28
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    93E03
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    zbMATH DE Number
    16920
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