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"Optimal Investment and Consumption under a Habit-Formation Constraint."

Bahman Angoshtari, Erhan Bayraktar, Virginia R. Young (2022)

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DOI: 10.1137/21M1397891

access: closed

type: Journal Article

metadata version: 2022-07-25

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  - journals/siamfm/AngoshtariBY22
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  - https://dblp.org/rec/journals/siamfm/AngoshtariBY22
Bahman Angoshtari, Erhan Bayraktar, Virginia R. Young:
Optimal Investment and Consumption under a Habit-Formation Constraint. SIAM J. Financial Math. 13(1): 321-352 (2022)

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