Optimal portfolios with a positive lower bound on final wealth (Q5711170): Difference between revisions

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+https://doi.org/10.1080/14697680500167927
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+W2082372111
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+Convex duality in constrained portfolio optimization
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+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
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+On Merton’s Problem for Life Insurers
@@ Property / cites work: On Merton’s Problem for Life Insurers / rank @@
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+A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients
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+A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients
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+Publication:5711170