Optimal investment strategies with bounded risks, general utilities, and goal achieving

DOI10.1016/S0304-4068(00)00069-0zbMath0992.91048MaRDI QIDQ5939299

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Publication date: 22 September 2002

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

zbMATH Keywords

bounded risksdiffusion market modelgeneral utilitygoal achieving problemrandom appreciation rates

Mathematics Subject Classification ID

Utility theory (91B16)

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