Optimal Investment With Undiversifiable Income Risk (Q4372005)

From MaRDI portal
Revision as of 10:15, 28 May 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 1106692
Language Label Description Also known as
English
Optimal Investment With Undiversifiable Income Risk
scientific article; zbMATH DE number 1106692

    Statements

    title
    Optimal Investment With Undiversifiable Income Risk (English)
    0 references
    author
    Thaleia Zariphopoulou
    0 references
    J. Darrell Duffie
    0 references
    publication date
    21 January 1998
    0 references
    Mathematics Subject Classification ID
    91G10
    0 references
    93C95
    0 references
    49L25
    0 references
    zbMATH DE Number
    1106692
    0 references
    zbMATH Keywords
    consumption
    0 references
    portfolio choice
    0 references
    Hamilton-Jacobi-Bellman equation
    0 references
    OpenAlex ID
    W2076206540
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4372005&oldid=34194763"
    Powered by MediaWiki