Optimal investment strategies with bounded risks, general utilities, and goal achieving

Journal of Mathematical Economics

Volumn 35, Issue 2, 2001, Pages 289-309

  Dokuchaev, Nikolai ^a   Yu Zhou, Xun ^a  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Bounded risks; D52; D81; D84; Diffusion market model; G11; Goal achieving; Optimal portfolio

Indexed keywords

EID: 0006239098     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4068(00)00069-0     Document Type: Article

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