Martingale and Relaxation-Projection Methods for Utility Maximization with Portfolio Constraints and Stochastic Income
Year of publication: |
2000
|
---|---|
Authors: | Yang, Yunhong |
Published in: |
Annals of Economics and Finance. - China Economics and Management Academy, ISSN 1529-7373. - Vol. 1.2000, 1, 7, p. 117-146
|
Publisher: |
China Economics and Management Academy |
Subject: | Portfolio constraints | Stochastic income | Relaxation-projection methods |
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