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Volumn 22, Issue 2, 1997, Pages 468-493
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Survival and growth with a liability: Optimal portfolio strategies in continuous time
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NONE
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Author keywords
[No Author keywords available]
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Indexed keywords
DECISION MAKING;
DECISION THEORY;
OPTIMIZATION;
PROBABILITY;
PROBLEM SOLVING;
RANDOM PROCESSES;
OPTIMAL GROWTH POLICY;
OPTIMAL INVESTMENT DECISION;
FINANCE;
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EID: 0031144514
PISSN: 0364765X
EISSN: None
Source Type: Journal
DOI: 10.1287/moor.22.2.468 Document Type: Article |
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Times cited : (132)
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References (0)
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