Correspondence between lifetime minimum wealth and utility of consumption
| Year of publication: |
2007
|
|---|---|
| Authors: | Bayraktar, Erhan ; Young, Virginia |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 11.2007, 2, p. 213-236
|
| Publisher: |
Springer |
| Subject: | Optimal control | Probability of ruin | Utility of consumption | Investment/consumption decisions |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184391