Non-addictive habits: optimal consumption-portfolio policies. (Q1421889)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Non-addictive habits: optimal consumption-portfolio policies. |
scientific article; zbMATH DE number 2037166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-addictive habits: optimal consumption-portfolio policies. |
scientific article; zbMATH DE number 2037166 |
Statements
Non-addictive habits: optimal consumption-portfolio policies. (English)
0 references
3 February 2004
0 references
Habit formation
0 references
Non-addiction
0 references
Constrained consumption-portfolio
0 references
optimization
0 references
Stopping times
0 references
Recursive (backward) stochastic equations and inequalities
0 references
Asian
0 references
capped options
0 references
0 references
0.8604324
0 references
0.84596604
0 references
0.84321237
0 references
0.8414062
0 references
0.8355816
0 references
0.83277416
0 references
0.83076596
0 references
0.8285966
0 references
