scholarly journals Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach

2001 ◽  
Vol 5 (3) ◽  
pp. 275-303 ◽  
Author(s):  
Fred Espen Benth ◽  
Kenneth Hvistendahl Karlsen ◽  
Kristin Reikvam
Keyword(s):  
Differential Equations ◽  
Portfolio Selection ◽  
Viscosity Solution ◽  
Optimal Portfolio ◽  
Solution Approach ◽  
Gradient Constraint ◽  
Optimal Portfolio Selection

Optimal portfolio selection and uncertain inflation

1986 ◽  
Vol 13 (1) ◽  
pp. 44-49 ◽  
Author(s):  
Son-Nan Chen ◽  
Reena Aggarwal
Keyword(s):  
Portfolio Selection ◽  
Optimal Portfolio ◽  
Optimal Portfolio Selection
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