Non-addictive habits: optimal consumption-portfolio policies. (Q1421889): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 03:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-addictive habits: optimal consumption-portfolio policies. |
scientific article |
Statements
Non-addictive habits: optimal consumption-portfolio policies. (English)
0 references
3 February 2004
0 references
Habit formation
0 references
Non-addiction
0 references
Constrained consumption-portfolio
0 references
optimization
0 references
Stopping times
0 references
Recursive (backward) stochastic equations and inequalities
0 references
Asian
0 references
capped options
0 references
