Optimal investment-consumption problem with constraint
Work
Year: 2013
Type: article
Abstract: In this paper, we consider an optimal investment-consumption problem subject to a closed convex constraint. In the problem, a constraint is imposed on both the investment and the consumption strategy,... more
Institutions Hong Kong Polytechnic University, Central University of Finance and Economics, Curtin University
Cites: 28
Cited by: 5
Related to: 10
FWCI: 1.317
Citation percentile (by year/subfield): 69.95
Subfield: Finance
Domain: Social Sciences
Open Access status: green