Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions (Q3656692)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions |
scientific article |
Statements
13 January 2010
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optimal consumption
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Black-Scholes model
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capital-at-risk
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expected shortfall
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logarithmic utility
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utility maximization
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value-at-risk
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q-fin.PM
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math.PR
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q-fin.RM
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