Pages that link to "Item:Q1717770"
From MaRDI portal
The following pages link to Portfolio selection with subsistence consumption constraints and CARA utility (Q1717770):
Displaying 5 items.
- Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility (Q1622129) (← links)
- Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints (Q2024617) (← links)
- AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH (Q4959414) (← links)
- CARA UTILITY AND OPTIMAL RETIREMENT (Q5020322) (← links)
- Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy (Q5215987) (← links)
