Black's Inverse Investment Problem and Forward Criteria with Consumption (Q5112733)
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scientific article; zbMATH DE number 7209463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Black's Inverse Investment Problem and Forward Criteria with Consumption |
scientific article; zbMATH DE number 7209463 |
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Black's Inverse Investment Problem and Forward Criteria with Consumption (English)
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8 June 2020
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optimal investment and consumption
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forward criteria
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Black's investment problem
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inverse investment problems
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dynamic consistency
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stochastic utility functions
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progressive utilities
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infinite horizon Merton criteria
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