Finite-horizon optimal consumption and investment problem with a preference change
type: Item
instance of: scholarly article
title: Finite-horizon optimal consumption and investment problem with a preference change
zbMATH Open document ID: 1420.91431
author: Kyunghyun Park
author: Junkee Jeon
published in: Journal of Mathematical Analysis and Applications
publication date: 2019-02-21T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 49N15
zbMATH DE Number: 7027379
zbMATH Keywords: preference change
zbMATH Keywords: portfolio selection
zbMATH Keywords: optimal stopping problem
zbMATH Keywords: variational inequality
zbMATH Keywords: dual method
MaRDI profile type: Publication
full work available at URL: j.jmaa.2018.12.023
OpenAlex ID: W2903659422
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Wikidata QID: Q128757762
DOI: 10.1016/J.JMAA.2018.12.023
description: scientific article; zbMATH DE number 7027379