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LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS - MaRDI portal

LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (Q5245889)

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scientific article; zbMATH DE number 6425388
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LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS
scientific article; zbMATH DE number 6425388

    Statements

    title
    LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (English)
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    author
    Sascha Desmettre
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    Ralf Korn
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    Frank Thomas Seifried
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    publication date
    15 April 2015
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    zbMATH Keywords
    worst-case consumption
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    market crash
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    indifference strategy
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    martingale approach
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    controller-versus-stopper
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    cites work
    Q2736598
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    Identifiers

    zbMATH DE Number
    6425388
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