Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints (Q659160): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q162486 |
||
Property / author | |||
Property / author: Hu, Yijun / rank | |||
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)
0 references
10 February 2012
0 references
optimal portfolio
0 references
consumption habit
0 references
utility maximization
0 references
martingale method
0 references