Duality in constrained optimal investment and consumption problems : a synthesis
L. C. G. Rogers
| Year of publication: |
2003
|
|---|---|
| Authors: | Rogers, Leonard C. G. |
| Published in: |
Paris Princeton lectures on mathematical finance. - Berlin : Springer, ZDB-ID 2123527-2. - Vol. 1.2002, p. 95-131
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Duales Optimierungsproblem | Dual optimization problem | Investition | Investment |
| 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/10009357105