A direct method in optimal portfolio and consumption choice
type: Item
instance of: scholarly article
title: A direct method in optimal portfolio and consumption choice
zbMATH Open document ID: 0858.90013
DOI: 10.1007/BF02664802
author: Zhen Wu
author: Wensheng Xu
published in: Applied Mathematics. Series B (English Edition)
publication date: 1996-11-18T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 93C95
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49K05
zbMATH DE Number: 947004
zbMATH Keywords: direct method
zbMATH Keywords: optimal portfolio and consumption choice problem
zbMATH Keywords: security market
MaRDI profile type: Publication
cites work: Q4794153
cites work: Q3811988
cites work: Optimization Problems in the Theory of Continuous Trading
cites work: Q4039796
cites work: Q4794152
description: scientific article; zbMATH DE number 947004