Optimal investment

DOI10.1007/978-3-642-35202-7MaRDI QIDQ4902479zbMATH OpenOpenAlexFDO

Authors L. C. G. Rogers

Publication date 15 January 2013

Published in SpringerBriefs in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-35202-7

zbMATH Keywords

optimal consumptionportfolio selectionutility functioncontinuous-time market models

Mathematics Subject Classification ID

Portfolio theory (91G10) Utility theory (91B16) Stochastic models in economics (91B70) Financial applications of other theories (91G80)

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