OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT (Q2968275)

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OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT
scientific article

    Statements

    title
    OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT (English)
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    author
    Oleksii Mostovyi
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    publication date
    13 March 2017
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    zbMATH Keywords
    utility maximization
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    random endowment
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    incomplete markets
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    convex duality
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    optimal investment
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    stochastic clock
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    cites work
    Q4235027
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    Identifiers

    DOI
    10.1111/mafi.12089
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    Mathematics Subject Classification ID
    91G10
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    60G44
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    60H30
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    zbMATH DE Number
    6693944
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    OpenAlex ID
    W2096952479
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    arXiv ID
    1110.2573
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