Forward dynamic utilities: a new model and new results

Alghalith Moawia

MPRA Paper from University Library of Munich, Germany

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.

Keywords: forward dynamic utility; investment; portfolio; uncertainty; risk; stochastic (search for similar items in EconPapers)
JEL-codes: D80 G10 (search for similar items in EconPapers)
Date: 2010-03-02
New Economics Papers: this item is included in nep-upt
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https://mpra.ub.uni-muenchen.de/21074/1/MPRA_paper_21074.pdf original version (application/pdf)
https://mpra.ub.uni-muenchen.de/21946/1/MPRA_paper_21946.pdf revised version (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:21074

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