Robust consumption and portfolio choice for time varying investment opportunities
Hening Liu
| Year of publication: |
2010
|
|---|---|
| Authors: | Liu, Hening |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 6.2010, 4, p. 435-454
|
| Subject: | Entscheidung unter Unsicherheit | Decision under uncertainty | Intertemporale Entscheidung | Intertemporal choice | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| 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/10008652613