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Q3714851 - MaRDI portal

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scientific article

    Statements

    author
    Ioannis Karatzas
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    John P. Lehoczky
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    Suresh P. Sethi
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    Steven E. Shreve
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    publication date
    1986
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    zbMATH Keywords
    dependent geometric Brownian processes
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    general utility function
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    general rates of return
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    bankruptcy
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    optimal consumption and investment policies
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B62
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    93E03
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    zbMATH DE Number
    3943498
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