Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon

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Publication:3787900

DOI10.1137/0325086zbMATH Open0644.93066OpenAlexW2090220594MaRDI QIDQ3787900FDOQ3787900


Authors: Ioannis Karatzas, John P. Lehoczky, Steven Shreve Edit this on Wikidata


Publication date: 1987

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0325086




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