Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint (Q2798177)
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scientific article; zbMATH DE number 6562329
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint |
scientific article; zbMATH DE number 6562329 |
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Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint (English)
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1 April 2016
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portfolio selection
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quadratic utility
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subsistence consumption constraint
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martingale method
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0.93300545
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0.92202955
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0.9210646
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0.9200015
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0.9157574
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0.9149802
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0.91471374
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0.91078687
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