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Publication:3388387
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DOI10.7858/EAMJ.2020.009zbMath1461.91373MaRDI QIDQ3388387

Byung Hwa Lim, Ho-Seok Lee

Publication date: 5 May 2021


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

portfolioBellman equationconsumptionbankruptcyCRRA utility


Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)





Cites Work

  • Unnamed Item
  • An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints
  • Comparison of optimal portfolios with and without subsistence consumption constraints
  • Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
  • Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption
  • PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS
  • Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy




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