Pages that link to "Item:Q4178730"
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The following pages link to Optimal Saving and Risk in Continuous Time (Q4178730):
Displaying 8 items.
- Martingale conditions for optimal saving-discrete time (Q1246377) (← links)
- Valuation and martingale properties of shadow prices: an exposition (Q1583150) (← links)
- OPTIMAL INVESTMENT OF A LIFE INTEREST (Q3126237) (← links)
- optimal consump0tion of an investment<sup>†</sup> (Q3339041) (← links)
- Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (Q3470222) (← links)
- The shadow price of information in continuous time decision problems (Q3765689) (← links)
- Optimal Sure Portfolio Plans (Q4345909) (← links)
- The optimal consumption function in a Brownian model of accumulation. Part A: The consumption function as solution of a boundary value problem (Q5941454) (← links)