Optimal investment decisions when time-horizon is uncertain

DOI10.1016/j.jmateco.2007.09.004zbMath1153.91018OpenAlexW2041537059MaRDI QIDQ952683

Lionel Martellini, Nicole El Karoui, Christophette Blanchet-Scalliet, Monique Jeanblanc-Picqué

Publication date: 13 November 2008

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2007.09.004

zbMATH Keywords

dynamic portfolio selection uncertain time-horizon

Mathematics Subject Classification ID

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