Utility maximization under capital growth constraints
type: Item
instance of: scholarly article
title: Utility maximization under capital growth constraints
zbMATH Open document ID: 1058.91525
DOI: 10.1016/S0304-4068(99)00014-2
author: Klaus Hellwig
author: Gerhard Speckbacher
author: Paul Wentges
published in: Journal of Mathematical Economics
publication date: 2000-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 1428351
zbMATH Keywords: Utility theory
zbMATH Keywords: Maintaining capital intact
zbMATH Keywords: Capital growth
MaRDI profile type: Publication
cites work: Q3932576
cites work: Q5549614
cites work: Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
cites work: State Constraints in Convex Control Problems of Bolza
cites work: Maintaining capital intact and WARP
cites work: Q3685517
full work available at URL: s0304-4068(99)00014-2
OpenAlex ID: W2073720231
description: scientific article; zbMATH DE number 1428351