haku: @indexterm PORTFOLIO SELECTION / yhteensä: 92
viite: 62 / 92
Tekijä: | Schroder, M. Skiadas, C. |
Otsikko: | Optimal consumption and portforlio selection with stochastic differential unity |
Lehti: | Journal of Economic Theory
1999 : NOV, VOL. 89:1, p. 68-126 |
Asiasana: | ECONOMETRICS STOCHASTIC PROCESSES CONSUMPTION PORTFOLIO SELECTION |
Kieli: | eng |
Tiivistelmä: | This study develops the utility gradient approach for solving optimal consumption-portfolio selection problems in continuous-time complete markets with Brownian information and stochastic differential utility. |
SCIMA