Pages that link to "Item:Q2440421"
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The following pages link to A generalization of Dybvig's result on portfolio selection with intolerance for decline in consumption (Q2440421):
Displaying 4 items.
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- Optimal retirement and portfolio selection with consumption ratcheting (Q2190059) (← links)
- Ratcheting with a bliss level of consumption (Q2329672) (← links)
- Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets (Q6187488) (← links)
