Asset allocation with time variation in expected returns
type: Item
instance of: scholarly article
title: Asset allocation with time variation in expected returns
zbMATH Open document ID: 0914.90014
DOI: 10.1016/S0167-6687(97)00021-8
author: Phelim Boyle
author: Hailiang Yang
published in: Insurance Mathematics \& Economics
publication date: 1998-03-17T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93C95
zbMATH DE Number: 1129606
zbMATH Keywords: consumption investment problem
zbMATH Keywords: risk averse investor
zbMATH Keywords: several asset classes
zbMATH Keywords: viscosity solution
MaRDI profile type: Publication
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full work available at URL: s0167-6687(97)00021-8
OpenAlex ID: W2086564949
description: scientific article; zbMATH DE number 1129606