Optimal consumption and portfolio selection with lower and upper bounds on consumption
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Publication:2116155
DOI10.1186/S13662-020-02809-4zbMATH Open1485.91216OpenAlexW3041757222MaRDI QIDQ2116155FDOQ2116155
Authors: Kum-Hwan Roh, Yong Hyun Shin 
Publication date: 16 March 2022
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-020-02809-4
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Cited In (15)
- Optimal consumption and portfolio choice with ambiguity and anticipation
- Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity
- Optimal consumption and portfolio selection problem with downside consumption constraints
- Research advances on optimal consumption and portfolio issue with labor income
- Portfolio selection with subsistence consumption constraints and CARA utility
- Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint
- OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES
- Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints
- An optimal consumption-investment model with constraint on consumption
- Optimal consumption and portfolio under inflation and Markovian switching
- Portfolio selection with drawdown constraint on consumption: a generalization model
- A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection
- Utilities bounded below
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- Optimal portfolio and consumption subject to multidimensional economic factors
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