Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case |
scientific article |
Statements
Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (English)
0 references
25 June 1992
0 references
martingale approach
0 references
dynamic consumption-portfolio problem
0 references
continuous time
0 references
incomplete markets
0 references
short-sale constraints
0 references
minimax local martingale
0 references
quasi-linear partial differential equation
0 references
0 references
0 references
0 references
