On the Bellman equation for asymptotics of utility from terminal wealth (Q5306726)
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scientific article; zbMATH DE number 5691797
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Bellman equation for asymptotics of utility from terminal wealth |
scientific article; zbMATH DE number 5691797 |
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On the Bellman equation for asymptotics of utility from terminal wealth (English)
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9 April 2010
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asymptotics
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optimal portfolio
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utility
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terminal wealth
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Bellman equation
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