LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (Q5245889)

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scientific article; zbMATH DE number 6425388
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LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS
scientific article; zbMATH DE number 6425388

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    LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (English)
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    15 April 2015
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    worst-case consumption
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    market crash
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    indifference strategy
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    martingale approach
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    controller-versus-stopper
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