Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference12 articles.
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4. Explicit solution of a consumption/portfolio problem with subsistence consumption and bankruptcy;Sethi;Journal of Economic Dynamics and Control,1992
5. Dusenberry’s ratcheting of consumption: Optimal dynamic consumption and investment given intolerance for any decline in standard of living;Dybvig;Review of Economic Studies,1995
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