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Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility
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Kim, Ji Yeoun;
Shin, Yong Hyun
Article
Issue Date
2018
Citation
JOURNAL OF THE KOREAN STATISTICAL SOCIETY, v.47, no.4, pp 509 - 519
Publisher
KOREAN STATISTICAL SOC
An optimal consumption and investment problem with labor income and regime switching
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신용현
Article
Issue Date
2014
Citation
충청수학회지, v.27, no.2, pp 219 - 225
Publisher
충청수학회
OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH REGIME-SWITCHING AND CARA UTILITY
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신용현
Article
Issue Date
2013
Citation
충청수학회지, v.26, no.1, pp 85 - 90
Publisher
충청수학회
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Kim, Ji Yeoun
1
Subject
regime-switching
2
Convex duality method
1
labor income
1
Negative wealth constraints
1
portfolio optimization
1
Portfolio selection
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portfolio selection
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Subsistence consumption constraints
1
Date Issued
2018
1
2014
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2013
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Article
3
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ENG
3
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충청수학회지
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JOURNAL OF THE KOREAN STATISTICAL...
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