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

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Guan, Chonghu, Gu, Xinfeng, Zhang, Wenhao, Li, Xun
Formato:	Preprint
Publicado:	2025
Materias:	Optimization and Control
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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