Dynamic asset allocation with relative wealth concerns in incomplete markets
Holger Kraft, André Meyer-Wehmann, Frank Thomas Seifried
| Year of publication: |
2020
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|---|---|
| Authors: | Kraft, Holger ; Meyer-Wehmann, André ; Seifried, Frank Thomas |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 113.2020, p. 1-20
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| Subject: | Fund manager | Growth optimal portfolio | Incomplete markets | Portfolio choice | Social preferences | Stochastic differential game | Stochastic opportunity set | Verification theorem | Theorie | Theory | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Soziale Wohlfahrtsfunktion | Social welfare function | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2020.103857 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012502492