Consumption-Portfolio Optimization with Recursive Utility in Incomplete Markets
Kraft, Holger; Seifried, Frank Thomas; Steffensen, Mogens
- 期刊名称SSRN Electronic Journal
- 作者Kraft, Holger; Seifried, Frank Thomas; Steffensen, Mogens
- 电子ISSN1556-5068
- 文件大小662.52KB
- 发表时间2011
- DOI10.2139/ssrn.1619141