A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645)
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scientific article; zbMATH DE number 7534820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection |
scientific article; zbMATH DE number 7534820 |
Statements
A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (English)
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31 May 2022
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financial engineering
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consumption and portfolio choice
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risk management
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mean field-type control
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fixed point problem
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time inconsistency
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