Pages that link to "Item:Q2236009"
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The following pages link to Finite horizon portfolio selection problem with a drawdown constraint on consumption (Q2236009):
Displaying 12 items.
- Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) (← links)
- Optimal lifetime consumption and investment under a drawdown constraint (Q1003344) (← links)
- Finite horizon portfolio selection problems with stochastic borrowing constraints (Q2031369) (← links)
- Portfolio selection with drawdown constraint on consumption: a generalization model (Q2040428) (← links)
- Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245) (← links)
- Finite horizon portfolio selection with a negative wealth constraint (Q2423686) (← links)
- Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (Q2681448) (← links)
- On the consumption/distribution theorem under the long-run growth criterion subject to a drawdown constraint (Q2786346) (← links)
- Portfolio management under drawdown constraint in discrete-time financial markets (Q5880989) (← links)
- Labor supply flexibility and portfolio selection with early retirement option (Q6072097) (← links)
- Dynamic asset allocation and consumption ratcheting with costs (Q6569186) (← links)
- Optimal ratcheting of dividend payout under Brownian motion surplus (Q6608783) (← links)