A consumption-investment problem with constraints on minimum and maximum consumption rates (Q1743955): Difference between revisions

@@ Property / DOI @@
-.1016/j.cam.2018.02.006
@@ Property / DOI: 10.1016/j.cam.2018.02.006 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2018.02.006
+Normal rank
@@ Property / OpenAlex ID @@
+W2793437623
@@ Property / OpenAlex ID: W2793437623 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk Aversion in the Small and in the Large
@@ Property / cites work: Risk Aversion in the Small and in the Large / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+An Optimal Investment/Consumption Model with Borrowing
+Normal rank
@@ Property / cites work @@
+Hedging contingent claims with constrained portfolios
+Normal rank
@@ Property / cites work @@
+Consumption-Investment Models with Constraints
@@ Property / cites work: Consumption-Investment Models with Constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal lifetime consumption and investment under a drawdown constraint
+Normal rank
@@ Property / cites work @@
+Consumption and investment under constraints
@@ Property / cites work: Consumption and investment under constraints / rank @@
+Normal rank
@@ Property / cites work @@
+An optimal consumption-investment model with constraint on consumption
+Normal rank
@@ Property / cites work @@
+Continuous-time stochastic control and optimization with financial applications
+Normal rank
@@ Property / cites work @@
+Income drawdown option with minimum guarantee
@@ Property / cites work: Income drawdown option with minimum guarantee / rank @@
+Normal rank
@@ Property / cites work @@
+Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation
+Normal rank
@@ Property / cites work @@
+Q3760262
@@ Property / cites work: Q3760262 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.CAM.2018.02.006
@@ Property / DOI: 10.1016/J.CAM.2018.02.006 / rank @@
+Normal rank