Journal of Mathematical Finance

Volume 2, Issue 1 (February 2012)

ISSN Print: 2162-2434   ISSN Online: 2162-2442

Google-based Impact Factor: 1.39  Citations  

Optimal Portfolio Control with Unknown Horizon

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DOI: 10.4236/jmf.2012.21005    4,027 Downloads   8,011 Views  Citations
Author(s)

ABSTRACT

In this paper, we relax the assumption of a known time horizon in optimal control models.

Share and Cite:

M. Alghalith, "Optimal Portfolio Control with Unknown Horizon," Journal of Mathematical Finance, Vol. 2 No. 1, 2012, pp. 41-42. doi: 10.4236/jmf.2012.21005.

Cited by

[1] Contributions to Mathematical Finance Applicable to Medical Economics
Journal of Health & Medical Economics, 2016

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