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

  • Authors:
  • Ioannis Karatzas;John P. Lehoczky;Steven E. Shreve

  • Affiliations:
  • Columbia Univ., New York, NY;Carnegie-Mellon Univ., Pittsburhg, PA;Carnegie-Mellon Univ., Pittsburgh, PA

  • Venue:
  • SIAM Journal on Control and Optimization
  • Year:
  • 1987

Quantified Score

Hi-index 0.00

Visualization

Abstract