Pages that link to "Item:Q2040428"
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The following pages link to Portfolio selection with drawdown constraint on consumption: a generalization model (Q2040428):
Displaying 4 items.
- Finite horizon portfolio selection problem with a drawdown constraint on consumption (Q2236009) (← links)
- Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (Q2681448) (← links)
- Dynamic spending and portfolio decisions with a soft social norm (Q6111434) (← links)
- Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets (Q6187488) (← links)