Robust consumption and portfolio policies when asset prices can jump
type: Item
instance of: scholarly article
title: Robust consumption and portfolio policies when asset prices can jump
zbMATH Open document ID: 1419.91574
author: Yacine Aït-Sahalia
author: Felix Matthys
published in: Journal of Economic Theory
publication date: 2019-01-15T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 93B35
zbMATH DE Number: 7001685
zbMATH Keywords: optimal consumption and portfolio selection
zbMATH Keywords: jumps
zbMATH Keywords: Lévy processes
zbMATH Keywords: robust control
MaRDI profile type: Publication
full work available at URL: j.jet.2018.09.006
OpenAlex ID: W2621281432
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DOI: 10.1016/J.JET.2018.09.006
description: scientific article; zbMATH DE number 7001685