Optimal investment and consumption when allowing terminal debt
Year of publication: |
1 April 2017
|
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Authors: | Chen, An ; Vellekoop, Michel |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 258.2017, 1 (1.4.), p. 385-397
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Subject: | Utility theory | Risk management | Dual approach in dynamic optimization | Risikomanagement | Portfolio-Management | Portfolio selection | Nutzentheorie |
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