An optimal consumption-investment problem on a finite horizon

DOI10.1137/1.9781611975758.9zbMATH Open1545.91287MaRDI QIDQ6567475FDOQ6567475

Authors: Dan Ren 

Publication date: 5 July 2024

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Mathematics Subject Classification ID

Portfolio theory (91G10) Optimal stochastic control (93E20)

Cited In (2)

• Dynamic asset allocation and consumption ratcheting with costs
• Optimal consumption with loss aversion and reference to past spending maximum

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