%0 Journal Article
%T Portfolio Optimization without the Self-Financing Assumption
%A Moawia Alghalith
%J Advances in Pure Mathematics
%P 81-83
%@ 2160-0384
%D 2011
%I Scientific Research Publishing
%R 10.4236/apm.2011.13018
%X In this paper, we relax the assumption of a self-financing strategy in the dynamic investment models. In so doing we provide smooth solutions and constrained viscosity solutions.
%K Portfolio
%K Investment
%K Stochastic
%K Viscosity Solutions
%K Self Financing
%U http://www.scirp.org/journal/PaperInformation.aspx?PaperID=5196