Dynamic asset allocation and consumption ratcheting with costs (Q6569186)
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scientific article; zbMATH DE number 7878299
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Dynamic asset allocation and consumption ratcheting with costs |
scientific article; zbMATH DE number 7878299 |
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Dynamic asset allocation and consumption ratcheting with costs (English)
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8 July 2024
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consumption ratcheting
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investment
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utility cost
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obstacle problem
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free boundary problem
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singular control problem
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0.7009638547897339
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0.6595205664634705
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0.6502100825309753
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