Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints (Q659160)
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scientific article; zbMATH DE number 6004657
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints |
scientific article; zbMATH DE number 6004657 |
Statements
Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints (English)
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10 February 2012
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optimal portfolio
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consumption habit
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utility maximization
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martingale method
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