Optimal Investment

Authors:

ISBN: 978-3-642-35201-0 (Print) 978-3-642-35202-7 (Online)

Table of contents (4 chapters)

  1. Front Matter

    Pages i-x

  2. No Access

    Book Chapter

    Pages 1-28

    The Merton Problem

  3. No Access

    Book Chapter

    Pages 29-113

    Variations

  4. No Access

    Book Chapter

    Pages 115-135

    Numerical Solution

  5. No Access

    Book Chapter

    Pages 137-150

    How Well Does It Work?

  6. Back Matter

    Pages 151-156