Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints (Q659160): Difference between revisions
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Revision as of 20:55, 9 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints |
scientific article |
Statements
Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints (English)
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10 February 2012
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optimal portfolio
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consumption habit
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utility maximization
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martingale method
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