Optimal investment with minimum performance constraints

Journal of Economic Dynamics and Control

Volumn 25, Issue 10, 2001, Pages 1629-1645

  Teplá, Lucie ^a  

^a INSEAD   (France)

Author keywords

C61; G11; Minimum wealth constraint; Portfolio choice; Stochastic benchmark

Indexed keywords

EID: 0043195636     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(99)00066-4     Document Type: Article

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