Optimal Consumption-Investment for General Utility with a Drawdown Constraint over a Finite-Time Horizon

Fuente: arXiv

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Bibliographic Details
Main Authors:	Guan, Chonghu, Gu, Xinfeng, Zhang, Wenhao, Li, Xun
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2507.05115