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)

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