Maximizing expected exponential utility of consumption with a constraint on expected time in poverty
Dongchen Li, Virginia R. Young
| Year of publication: |
2020
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|---|---|
| Authors: | Li, Dongchen ; Young, Virginia R. |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 16.2020, 1, p. 63-99
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| Subject: | Optimal investment | Optimal consumption | Expected utility | Occupation time | Poverty | Armut | Erwartungsnutzen | Intertemporale Entscheidung | Intertemporal choice | Erwartungsbildung | Expectation formation | Konsumtheorie | Consumption theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10436-019-00354-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012495962