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Open AccessEconomicsMathematics

Optimal portfolio and consumption decisions for a “small investor” on a finite horizon

I. Karatzas, J. Lehoczky, S. Shreve

1987.11.1SIAM JOURNAL ON CONTROL AND OPTIMIZATION

DOI: 10.1137/0325086

Abstract

Abstract is not available.

Citation format

KARATZAS, I.; LEHOCZKY, J.; SHREVE, S. Optimal portfolio and consumption decisions for a “small investor” on a finite horizon. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1987, 25: 1557–1586.