Keywords
PortfolioMerton's portfolio problemConstant (computer programming)LogarithmConsumption (sociology)EconomicsGeneralizationIsoelastic utilitySelection (genetic algorithm)Risk aversion (psychology)Mathematical economicsReplicating portfolioEconometricsPortfolio optimizationExpected utility hypothesisMathematicsComputer scienceFinancial economics
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Publication Info
- Year
- 1975
- Type
- book-chapter
- Pages
- 517-524
- Citations
- 2003
- Access
- Closed
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Cite This
Paul A. Samuelson
(1975).
LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING.
Elsevier eBooks
, 517-524.
https://doi.org/10.1016/b978-0-12-780850-5.50044-7
Identifiers
- DOI
- 10.1016/b978-0-12-780850-5.50044-7