Optimal portfolio and consumption subject to multidimensional economic factors (Q4908872)

From MaRDI portal
scientific article; zbMATH DE number 6142633
Language Label Description Also known as
English
Optimal portfolio and consumption subject to multidimensional economic factors
scientific article; zbMATH DE number 6142633

    Statements

    Optimal portfolio and consumption subject to multidimensional economic factors (English)
    0 references
    0 references
    0 references
    7 March 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    portfolio
    0 references
    optimal control
    0 references
    bond
    0 references
    stock
    0 references
    Gross domestic product
    0 references
    instantaneous fraction of wealth
    0 references
    economic factor
    0 references
    multidimensional economic factors
    0 references
    consumption subject
    0 references
    0 references