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On Merton's Optimal Portfolio Problem with Sporadic Bankruptcy for Isoelastic Utility

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Kopeliovich, Yaacov, Pokojovy, Michael, Bernatska, Julia
Formato:	Preprint
Publicado:	2024
Materias:	Mathematical Finance 91G15, 91G10, 60H10, 60J76
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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