Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints
| Year of publication: |
2009
|
|---|---|
| Authors: | Yuan, Haili ; Hu, Yijun |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 45.2009, 3, p. 405-409
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