A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients (Q1186298)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients |
scientific article |
Statements
A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients (English)
0 references
28 June 1992
0 references
