Non-exponential discounting portfolio management with habit formation (Q828997)
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scientific article; zbMATH DE number 7344171
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-exponential discounting portfolio management with habit formation |
scientific article; zbMATH DE number 7344171 |
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Non-exponential discounting portfolio management with habit formation (English)
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5 May 2021
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non-exponential discounting
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habit formation
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optimal portfolio
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optimal insurance
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extended Hamilton-Jacobi-Bellman equation
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