Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case

DOI10.1016/0022-0531(91)90123-LzbMath0736.90017MaRDI QIDQ1176681

Publication date: 25 June 1992

Published in: Journal of Economic Theory (Search for Journal in Brave)

incomplete markets martingale approach continuous time short-sale constraints dynamic consumption-portfolio problem minimax local martingale quasi-linear partial differential equation

Mathematics Subject Classification ID

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