Asset management with endogenous withdrawals under a drawdown constraint (Q5234294)

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scientific article; zbMATH DE number 7110417
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Asset management with endogenous withdrawals under a drawdown constraint
scientific article; zbMATH DE number 7110417

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    Asset management with endogenous withdrawals under a drawdown constraint (English)
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    26 September 2019
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    optimum portfolio rules
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    high water mark
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    endogenous habit formation
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    spirit of capitalism
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