Consistent utility of investment and consumption : a forward/backward SPDE viewpoint
N. el Karoui, C. Hillairet, M. Mrad
| Year of publication: |
[2017]
|
|---|---|
| Authors: | El Karoui, Nicole ; Hillairet, Caroline ; Mrad, Mohamed |
| Publisher: |
[Palaiseau] : Centre de recherche en economie et statistique |
| Subject: | Market-consistent progressive utility of investment and consumption | Forward/backward stochastic partial differential equation (SPDE) | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Konsumtheorie | Consumption theory | Analysis | Mathematical analysis | Nutzen | Utility | Privater Konsum | Private consumption | Investition | Investment |
freely available
| Extent: | 1 Online-Ressource (circa 31 Seiten) |
|---|---|
| Series: | Série des documents de travail. - [Paris], ZDB-ID 2670421-3. - Vol. no. 2017, 74 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012200208