Merton’s Optimal Dynamic Portfolio Revisited

Bernhard, Pierre; Engwerda, Jacob; Roorda, Berend; Schumacher, Johannes; Kolokoltsov, Vassili N.; Saint-Pierre, Patrick; Aubin, Jean‐Pierre

doi:10.1007/978-0-8176-8388-7_1

The Interval Market Model in Mathematical Finance 2012

DOI: 10.1007/978-0-8176-8388-7_1

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Merton’s Optimal Dynamic Portfolio Revisited

Pierre Bernhard

Jacob Engwerda

Berend Roorda

et al.

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Merton’s Optimal Dynamic Portfolio Revisited

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