Optimal investment and consumption when allowing terminal debt
type: Item
instance of: scholarly article
title: Optimal investment and consumption when allowing terminal debt
zbMATH Open document ID: 1380.91144
author: An Chen
author: M. H. Vellekoop
published in: European Journal of Operational Research
publication date: 2018-02-16T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6839978
zbMATH Keywords: utility theory
zbMATH Keywords: risk management
zbMATH Keywords: dual approach in dynamic optimization
MaRDI profile type: Publication
OpenAlex ID: W3121269786
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DOI: 10.1016/J.EJOR.2016.09.012
description: scientific article; zbMATH DE number 6839978