Optimal investment for executive stockholders with exponential utility

DOI10.1007/S10203-011-0119-XzbMath1268.91163OpenAlexW2024225575MaRDI QIDQ1938901

Sascha Desmettre

Publication date: 25 February 2013

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:hbz:386-kluedo-16765

zbMATH Keywords

portfolio choiceexponential utilitywork effortexecutive stockholder

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Portfolio theory (91G10)

Related Items (1)

Optimal investment for executive stockholders with exponential utility

Cites Work

• Own-company stockholding and work effort preferences of an unconstrained executive
• Optimal investment for executive stockholders with exponential utility

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