Author of the publication

Optimal consumption and portfolio selection problem with downside consumption constraints.

, , and . Appl. Math. Comput., 188 (2): 1801-1811 (2007)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Optimal consumption/investment and retirement with necessities and luxuries., , and . Math. Methods Oper. Res., 94 (2): 281-317 (2021)Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy., , , and . SIAM J. Financial Math., 10 (4): 977-1005 (2019)Finite horizon portfolio selection with a negative wealth constraint., and . J. Comput. Appl. Math., (2019)An Optimal Consumption and Investment Problem with quadratic Utility and subsistence Consumption Constraints: a Dynamic Programming Approach., , and . Math. Model. Anal., 23 (4): 627-628 (2018)Voluntary retirement and portfolio selection: Dynamic programming approaches.. Appl. Math. Lett., 25 (7): 1087-1093 (2012)An optimal investment, consumption, leisure, and voluntary retirement problem with Cobb-Douglas utility: Dynamic programming approaches., , and . Appl. Math. Lett., 26 (4): 481-486 (2013)An optimal job, consumption/leisure, and investment policy., and . Oper. Res. Lett., 42 (2): 145-149 (2014)The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement., and . Comput. Appl. Math., (June 2023)Optimal consumption and portfolio selection problem with downside consumption constraints., , and . Appl. Math. Comput., 188 (2): 1801-1811 (2007)Ratcheting with a bliss level of consumption., , and . Optim. Lett., 13 (7): 1535-1556 (2019)