An optimal consumption and investment problem with quadratic utility and negative wealth constraints. | J Inequal Appl;2017(1): 188, 2017. | MEDLINE

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An optimal consumption and investment problem with quadratic utility and negative wealth constraints.

Roh, Kum-Hwan; Kim, Ji Yeoun; Shin, Yong Hyun.

Afiliação

Roh KH; Department of Mathematics, Hannam University, Daejeon, 34430 Republic of Korea.
Kim JY; Department of Mathematics, Sookmyung Women's University, Seoul, 04310 Republic of Korea.
Shin YH; Department of Mathematics, Sookmyung Women's University, Seoul, 04310 Republic of Korea.

J Inequal Appl ; 2017(1): 188, 2017.

Article em En | MEDLINE | ID: mdl-28860689

Palavras-chave

consumption; martingale method; negative wealth constraints; portfolio selection; quadratic utility

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Texto completo: 1 Base de dados: MEDLINE Idioma: En Ano de publicação: 2017 Tipo de documento: Article

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Texto completo: 1 Base de dados: MEDLINE Idioma: En Ano de publicação: 2017 Tipo de documento: Article