Comparison of optimal portfolios with and without subsistence consumption constraints (Q603016)
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scientific article; zbMATH DE number 5810939
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| English | Comparison of optimal portfolios with and without subsistence consumption constraints |
scientific article; zbMATH DE number 5810939 |
Statements
Comparison of optimal portfolios with and without subsistence consumption constraints (English)
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5 November 2010
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optimal portfolio
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retirement
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subsistence constraints
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CRRA utility function
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0.8909438252449036
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0.88364577293396
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0.8715789914131165
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0.8579460382461548
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