Review: Consistent utility of investment and consumption: a forward/backward SPDE viewpoint

Ryle S Perera

Review: Consistent utility of investment and consumption: a forward/backward SPDE viewpoint

Ryle S Perera

Department of Applied Finance

Research output: Contribution to journal › Review article

Abstract

Review of: El Karoui, N., Hillairet, C., & Mrad, M. (2018). Consistent Utility of Investment and Consumption: a forward/backward SPDE viewpoint. Stochastics, 90(6), 927-954.

Original language	English
Article number	MR3814804
Number of pages	3
Journal	Mathematical Reviews
Publication status	Published - 23 Jan 2019

Cite this

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title = "Review: Consistent utility of investment and consumption: a forward/backward SPDE viewpoint",

abstract = "Review of: El Karoui, N., Hillairet, C., \& Mrad, M. (2018). Consistent Utility of Investment and Consumption: a forward/backward SPDE viewpoint. Stochastics, 90(6), 927-954. ",

author = "Perera, \{Ryle S\}",

year = "2019",

month = jan,

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language = "English",

journal = "Mathematical Reviews",

issn = "2167-5163",

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AU - Perera, Ryle S

PY - 2019/1/23

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N2 - Review of: El Karoui, N., Hillairet, C., & Mrad, M. (2018). Consistent Utility of Investment and Consumption: a forward/backward SPDE viewpoint. Stochastics, 90(6), 927-954.

AB - Review of: El Karoui, N., Hillairet, C., & Mrad, M. (2018). Consistent Utility of Investment and Consumption: a forward/backward SPDE viewpoint. Stochastics, 90(6), 927-954.

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SN - 2167-5163

JO - Mathematical Reviews

JF - Mathematical Reviews

M1 - MR3814804

ER -