Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (Q3470222)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments |
scientific article |
Statements
Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (English)
0 references
1990
0 references
optimal capital accumulation
0 references
portfolio choice
0 references
infinite horizon
0 references
continuous time
0 references
semimartingale
0 references
stochastic calculus
0 references
calculus of variations
0 references
discounted relative risk aversion
0 references
continuous-time
0 references
0 references
0 references
0 references
