LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (Q5245889)
From MaRDI portal
scientific article; zbMATH DE number 6425388
Language | Label | Description | Also known as |
---|---|---|---|
English | LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS |
scientific article; zbMATH DE number 6425388 |
Statements
LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (English)
0 references
15 April 2015
0 references
worst-case consumption
0 references
market crash
0 references
indifference strategy
0 references
martingale approach
0 references
controller-versus-stopper
0 references
0 references
0 references
0 references
0 references
0 references
0 references