Consumption-portfolio optimization with recursive utility in incomplete markets
Holger Kraft; Frank Thomas Seifried; Mogens Steffensen
| Year of publication: |
2013
|
|---|---|
| Authors: | Kraft, Holger ; Seifried, Frank Thomas ; Steffensen, Mogens |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 17.2013, 1, p. 161-196
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| Subject: | Unvollkommener Markt | Incomplete market | Theorie | Theory | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Nutzen | Utility | Intertemporale Entscheidung | Intertemporal choice |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009682287