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Portfolio Optimization Models on Infinite-Time Horizon

✍ Scribed by T. Pang

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Risk-sensitive portfolio optimization on

✍ Kuroda, Kazutaka ;Nagai, Hideo 📂 Article 📅 2002 🏛 Taylor and Francis Group ⚖ 215 KB

Lagrange multipliers in infinite horizon

✍ W.D. Dechert 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 924 KB

Infinite-Horizon Discrete-Time Optimal C

✍ A. Leizarowitz; A. J. Zaslavski 📂 Article 📅 2003 🏛 Springer US 🌐 English ⚖ 207 KB

Optimal Bond Portfolio for Investors wit

✍ Ryuji Fukaya; Toshiki Honda 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 187 KB

Efficiency in one-sector, discrete-time,

✍ Anders Borglin; Hans Keiding 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 556 KB

Transversality Conditions for Some Infin

✍ Ekeland, I.; Scheinkman, J. A. 📂 Article 📅 1986 🏛 INFORMS 🌐 English ⚖ 612 KB