Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints
type: Item
instance of: scholarly article
title: Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints
zbMATH Open document ID: 1231.91418
author: Haili Yuan
author: Yijun Hu
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6004657
zbMATH Keywords: optimal portfolio
zbMATH Keywords: consumption habit
zbMATH Keywords: utility maximization
zbMATH Keywords: martingale method
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.08.012
OpenAlex ID: W1997926295
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DOI: 10.1016/J.INSMATHECO.2009.08.012
description: scientific article; zbMATH DE number 6004657