Robust Portfolio Choice with Sticky Wages (Q5097225)
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scientific article; zbMATH DE number 7574024
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Portfolio Choice with Sticky Wages |
scientific article; zbMATH DE number 7574024 |
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Robust Portfolio Choice with Sticky Wages (English)
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22 August 2022
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robust optimization
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Merton problem
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sticky wages
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stochastic delayed equations
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uncertainty
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infinite dimensional Hamilton-Jacobi-Bellman
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