The optimal wealth tracking problem with consumption

MaRDI QIDQ3014827zbMATH OpenFDO

Authors Kui Luo, Guangming Wang, Yijun Hu

Publication date 19 July 2011

zbMATH Keywords

consumptionHJB equationportfolio selectionwealth tracking

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial applications of other theories (91G80)

Recommendations

• Optimal portfolio on tracking the expected wealth process with liquidity constraints
• An optimal consumption-investment problem for factor-dependent models
• Optimal consumption under deterministic income
• An optimal consumption problem for general factor models
• scientific article; zbMATH DE number 3889219

This page was built for publication: The optimal wealth tracking problem with consumption

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3014827)