On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (Q538323)
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scientific article; zbMATH DE number 5899521
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| English | On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk |
scientific article; zbMATH DE number 5899521 |
Statements
On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (English)
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25 May 2011
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optimal portfolios
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Hamilton-Jacobi-Bellman equation
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stochastic market price of risk
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verification theorem
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0.8732352
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0.86890566
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0.86889744
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0.8676488
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0.8668848
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0.86542344
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0.8604908
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