Finite horizon portfolio selection with a negative wealth constraint (Q2423686)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Finite horizon portfolio selection with a negative wealth constraint
scientific article

    Statements

    Finite horizon portfolio selection with a negative wealth constraint (English)
    0 references
    0 references
    0 references
    20 June 2019
    0 references
    0 references
    portfolio selection
    0 references
    negative wealth constraints
    0 references
    free boundary problems
    0 references
    Mellin transform
    0 references
    0 references
    0 references