Optimal lifetime consumption and investment under a drawdown constraint
| Year of publication: |
2008
|
|---|---|
| Authors: | Elie, Romuald ; Touzi, Nizar |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 12.2008, 3, p. 299-330
|
| Publisher: |
Springer |
| Subject: | Portfolio allocation | Drawdown constraint | Duality | Verification |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390673