Consumption and investment under constraints (Q5906560): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/0165-1889(94)90038-8
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+W2080539707
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@@ Property / cites work @@
+Synthetic replication of American contingent claims when portfolios are constrained
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+Consumption, Liquidity Constraints and Asset Accumulation in the Presence of Random Income Fluctuations
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+Convex duality in constrained portfolio optimization
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+Q3702408
@@ Property / cites work: Q3702408 / rank @@
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+Convex programming in Hilbert space
@@ Property / cites work: Convex programming in Hilbert space / rank @@
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+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy
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+Liquidity Considerations in the Theory of Consumption
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+Q3996259
@@ Property / cites work: Q3996259 / rank @@
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+Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy
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