Theory of dynamic portfolio for survival under uncertainty (Q1377484)
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scientific article; zbMATH DE number 1109479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Theory of dynamic portfolio for survival under uncertainty |
scientific article; zbMATH DE number 1109479 |
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Theory of dynamic portfolio for survival under uncertainty (English)
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26 January 1998
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discrete time
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dynamic optimization
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probability of survival
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risk portfolio choice
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stationary optimal policies
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variable risk preference
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0.8840989
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0.8770428
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0.8708867
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0.8680523
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0.86628985
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0.8627657
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