Portfolio selection with drawdown constraint on consumption: a generalization model
type: Item
instance of: scholarly article
title: Portfolio selection with drawdown constraint on consumption: a generalization model
zbMATH Open document ID: 1468.91136
author: Junkee Jeon
author: Kyunghyun Park
published in: Mathematical Methods of Operations Research
publication date: 2021-07-14T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 7371314
zbMATH Keywords: drawdown constraint
zbMATH Keywords: habit formation
zbMATH Keywords: portfolio selection
zbMATH Keywords: singular control problem
zbMATH Keywords: general utility function
MaRDI profile type: Publication
full work available at URL: s00186-020-00734-6
OpenAlex ID: W3119742276
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DOI: 10.1007/S00186-020-00734-6
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description: scientific article; zbMATH DE number 7371314