Optimal consumption and portfolio selection problem with downside consumption constraints (Q2372062)
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scientific article; zbMATH DE number 5170448
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| English | Optimal consumption and portfolio selection problem with downside consumption constraints |
scientific article; zbMATH DE number 5170448 |
Statements
Optimal consumption and portfolio selection problem with downside consumption constraints (English)
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10 July 2007
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consumption
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portfolio selection
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utility maximization
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downside consumption constraint
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martingale method
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0.8958082795143127
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0.8805561661720276
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0.8747209310531616
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0.8472874164581299
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0.8443894386291504
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