Theory of dynamic portfolio for survival under uncertainty

DOI10.1016/0165-4896(95)00783-IzbMath0886.90038OpenAlexW2168637587MaRDI QIDQ1377484

Santanu Roy

Publication date: 26 January 1998

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-4896(95)00783-i

zbMATH Keywords

dynamic optimizationdiscrete timeprobability of survivalstationary optimal policiesrisk portfolio choicevariable risk preference

Mathematics Subject Classification ID

Economic growth models (91B62)

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