Optimal investment-consumption choice with portfolio constraint in ambiguity market

DOI10.6054/J.JSCNUN.2018106MaRDI QIDQ5196227zbMATH OpenFDO

Authors Zhou Yang, Manni Lv, Zhijian Wei

Publication date 2 October 2019

Full work available at URL https://doi.org/10.6054/J.JSCNUN.2018106

zbMATH Keywords

invenstment-consumption choicemarket ambiguityportfolio constraint

Mathematics Subject Classification ID

Consumer behavior, demand theory (91B42) Portfolio theory (91G10)

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