An optimal consumption-investment problem on a finite horizon

DOI10.1137/1.9781611975758.9MaRDI QIDQ6567475zbMATH OpenFDO

Authors Dan Ren

Publication date 5 July 2024

Full work available at URL https://doi.org/10.1137/1.9781611975758.9

Mathematics Subject Classification ID

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

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Cited in

(2)

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

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