【Abstract】 A continuous-time, consumption-investment problem with constant market coeffi-cients on a finite horizon is considered for an agent seeking to maximize expected utility from consumption plus expected utility from terminal wealth. Under short-selling pro-hibition, a dual problem is posed and solved with general utility functions, and the value functions for both problems are proved to be solutions to the corresponding HJB equa-tions. The solution to the dual problem provides information about the...
基于1个网页-相关网页
Comet Daily provides information about Comet techniques.
Comet日报主要报道Comet的相关技术信息。
Tracing provides information about the database connection.
跟踪功能提供关于数据库连接的信息。
The weblog element provides information about the blog itself.
weblog 元素提供关于博客本身的信息。
A special vibrating vest worn by the driver provides information about the vehicle's speed.
VOA: special.2009.11.03
The publication provides information about colleges,study programs and jobs.
VOA: special.2009.06.02
It provides information about colleges,study programs and jobs.
VOA: special.2010.07.13
应用推荐