PORTFOLIO AND CONSUMPTION OPTIMIZATION PROBLEM WITH COBB-DOUGLAS UTILITY AND NEGATIVE WEALTH CONSTRAINTS (Q3174711)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PORTFOLIO AND CONSUMPTION OPTIMIZATION PROBLEM WITH COBB-DOUGLAS UTILITY AND NEGATIVE WEALTH CONSTRAINTS |
scientific article |
Statements
18 July 2018
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negative wealth constraints
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Cobb-Douglas utility
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utility maximization
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martingale methods
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PORTFOLIO AND CONSUMPTION OPTIMIZATION PROBLEM WITH COBB-DOUGLAS UTILITY AND NEGATIVE WEALTH CONSTRAINTS (English)
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