The opportunity process for optimal consumption and investment with power utility
Marcel Nutz
| Year of publication: |
2010
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|---|---|
| Authors: | Nutz, Marcel |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 3.2010, 3/4, p. 139-159
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| Subject: | Eigeninteresse | Self-interest | Martingal | Martingale | Dynamische Optimierung | Dynamic programming | Portfolio-Management | Portfolio selection |
| 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/10008659799