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- Merton's_portfolio_problem abstract "Merton's Portfolio Problem is a well known problem in continuous-time finance and in particular intertemporal portfolio choice. An investor must choose how much to consume and must allocate his wealth between stocks and a risk-free asset so as to maximize expected utility. The problem was formulated and solved by Robert C. Merton in 1969 both for finite lifetimes and for the infinite case. Research has continued to extend and generalize the model to include factors like transaction costs and bankruptcy.".
- Merton's_portfolio_problem wikiPageID "6275730".
- Merton's_portfolio_problem wikiPageRevisionID "599631448".
- Merton's_portfolio_problem hasPhotoCollection Merton's_portfolio_problem.
- Merton's_portfolio_problem subject Category:Financial_economics.
- Merton's_portfolio_problem subject Category:Mathematical_finance.
- Merton's_portfolio_problem subject Category:Portfolio_theories.
- Merton's_portfolio_problem subject Category:Stochastic_control.
- Merton's_portfolio_problem comment "Merton's Portfolio Problem is a well known problem in continuous-time finance and in particular intertemporal portfolio choice. An investor must choose how much to consume and must allocate his wealth between stocks and a risk-free asset so as to maximize expected utility. The problem was formulated and solved by Robert C. Merton in 1969 both for finite lifetimes and for the infinite case.".
- Merton's_portfolio_problem label "Lebenszyklusmodell".
- Merton's_portfolio_problem label "Merton's portfolio problem".
- Merton's_portfolio_problem sameAs Lebenszyklusmodell.
- Merton's_portfolio_problem sameAs m.0f_52t.
- Merton's_portfolio_problem sameAs Q3467003.
- Merton's_portfolio_problem sameAs Q3467003.
- Merton's_portfolio_problem wasDerivedFrom Merton's_portfolio_problem?oldid=599631448.
- Merton's_portfolio_problem isPrimaryTopicOf Merton's_portfolio_problem.