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Publication:2927463
DOI10.3969/J.ISSN.1005-3085.2014.01.004zbMath1313.91147MaRDI QIDQ2927463
Fen Zu, Rujin Wang, Weiyin Fei, Hongjian Liu
Publication date: 3 November 2014
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
model uncertaintystock price volatilityoptimal consumption and portfolioambiguity hedge demandconstant relative risk-aversion
Optimal stochastic control (93E20) Financial applications of other theories (91G80) Portfolio theory (91G10)
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