A Risk Extended Version of Merton's Optimal Consumption and Portfolio Selection

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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Projects

  1. GRF: Mean Field Control with Partial Information

    BENSOUSSAN, A. (Principal Investigator / Project Coordinator) & YAM, P.S.-C. (Co-Investigator)

    1/01/17 → 1/12/20

    Project: Research