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scientific article; zbMATH DE number 1222797 - MaRDI portal

scientific article; zbMATH DE number 1222797

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Publication:4218384

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zbMath0914.90016MaRDI QIDQ4218384

Jakša Cvitanić

Publication date: 11 November 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

hedging convex duality survey article portfolio constraints optimal trading lending borrowing continuous-time martingales nonlinear wealth process

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Optimal risk-sharing with effort and project choice ⋮ Optimal consumption choices for a `large' investor ⋮ Optimal consumption and portfolio selection with stochastic differential utility

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