Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint (Q2798177): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/07362994.2015.1112748 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2201179474 / rank | |||
Normal rank |
Revision as of 21:27, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint |
scientific article |
Statements
Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint (English)
0 references
1 April 2016
0 references
portfolio selection
0 references
quadratic utility
0 references
subsistence consumption constraint
0 references
martingale method
0 references