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Abstract

We present a new model of forward dynamic utilities. In doing so, we provide unique viscosity solutions. In addition, we introduce Hausdorff-continuous viscosity solutions to the portfolio model.



Item Type: MPRA Paper -

Original Title: Forward dynamic utilities: a new model and new results-

Language: English-

Keywords: forward dynamic utility, investment, portfolio, uncertainty, risk, stochastic-

Subjects: G - Financial Economics > G1 - General Financial Markets > G10 - GeneralD - Microeconomics > D8 - Information, Knowledge, and Uncertainty > D80 - General-





Autor: Moawia, Alghalith

Fuente: https://mpra.ub.uni-muenchen.de/21074/







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