A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection
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Publication:5080645
DOI10.1287/opre.2021.2197zbMath1493.91110OpenAlexW4210823517MaRDI QIDQ5080645
Joohyun Kim, SingRu (Celine) Hoe, Zhongfeng Yan, Alain Bensoussan
Publication date: 31 May 2022
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2021.2197
time inconsistencyfinancial engineeringrisk managementfixed point problemmean field-type controlconsumption and portfolio choice
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Cites Work
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