Optimal consumption-portfolio problem with CVaR constraints

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Publication:2410442

DOI10.1016/j.chaos.2016.07.015zbMath1375.91220OpenAlexW2489119625MaRDI QIDQ2410442

Yan Gao, Qingye Zhang

Publication date: 18 October 2017

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2016.07.015




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