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Journal Articles Journal of Mathematical Economics Year : 2008

Optimal investment decisions when time-horizon is uncertain

C. Blanchet-Scalliet
M. Jeanblanc
  • Function : Author
L. Martinelli
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Dates and versions

hal-00708493 , version 1 (15-06-2012)

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  • HAL Id : hal-00708493 , version 1

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Nicole El Karoui, C. Blanchet-Scalliet, M. Jeanblanc, L. Martinelli. Optimal investment decisions when time-horizon is uncertain. Journal of Mathematical Economics, 2008, 44 (11), pp.1100-1113. ⟨hal-00708493⟩
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