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"An Optimal Consumption and Investment Problem with quadratic Utility and ..."

Yong Hyun Shin, Jung Lim Koo, Kum-Hwan Roh (2018)

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DOI: 10.3846/MMA.2018.038

access: open

type: Journal Article

metadata version: 2021-03-18

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  dblp key:
  - journals/mma/ShinKR18
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  - https://dblp.org/rec/journals/mma/ShinKR18
Yong Hyun Shin, Jung Lim Koo, Kum-Hwan Roh:
An Optimal Consumption and Investment Problem with quadratic Utility and subsistence Consumption Constraints: a Dynamic Programming Approach. Math. Model. Anal. 23(4): 627-628 (2018)

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