Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints
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Publication:659160
DOI10.1016/j.insmatheco.2009.08.012zbMath1231.91418OpenAlexW1997926295MaRDI QIDQ659160
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.08.012
Related Items (8)
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- PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS
- Optimal portfolios with a positive lower bound on final wealth
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