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Asset management with endogenous withdrawals under a drawdown constraint - MaRDI portal

Asset management with endogenous withdrawals under a drawdown constraint (Q5234294)

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scientific article; zbMATH DE number 7110417
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English
Asset management with endogenous withdrawals under a drawdown constraint
scientific article; zbMATH DE number 7110417

    Statements

    title
    Asset management with endogenous withdrawals under a drawdown constraint (English)
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    author
    Hervé Roche
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    publication date
    26 September 2019
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    zbMATH Keywords
    optimum portfolio rules
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    high water mark
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    endogenous habit formation
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    spirit of capitalism
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    cites work
    Q4868512
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    Q3808989
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    Q4002114
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    Q3923307
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    Identifiers

    zbMATH DE Number
    7110417
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    OpenAlex ID
    W2807736255
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    Wikidata QID
    Q129702854
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