Portfolio selection with drawdown constraint on consumption: a generalization model (Q2040428)
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scientific article; zbMATH DE number 7371314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection with drawdown constraint on consumption: a generalization model |
scientific article; zbMATH DE number 7371314 |
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Portfolio selection with drawdown constraint on consumption: a generalization model (English)
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14 July 2021
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drawdown constraint
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habit formation
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portfolio selection
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singular control problem
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general utility function
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0.92734843
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0.9035584
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0.8984669
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0.89650935
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0.8819836
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0.8815222
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