Theory of dynamic portfolio for survival under uncertainty
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Publication:1377484
DOI10.1016/0165-4896(95)00783-IzbMath0886.90038MaRDI QIDQ1377484
Publication date: 26 January 1998
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-4896(95)00783-i
dynamic optimization; discrete time; probability of survival; stationary optimal policies; risk portfolio choice; variable risk preference
91B62: Economic growth models
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Cites Work
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