Login / Signup
Consumption-portfolio optimization with recursive utility in incomplete markets.
Holger Kraft
Frank Thomas Seifried
Mogens Steffensen
Published in:
Finance Stochastics (2013)
Keyphrases
</>
portfolio optimization
portfolio selection
problems involving
portfolio management
factor analysis
stock market
risk management
robust optimization
bi objective
optimization methods
utility function
stock exchange
financial markets
investment decisions
stock price
missing data
expected utility
short term
np hard