"Optimal consumption and investment strategies with liquidity risk and ..."

Zhuo Jin, Guo Liu, Hailiang Yang (2020)

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DOI: 10.1016/J.EJOR.2019.07.066

access: closed

type: Journal Article

metadata version: 2023-03-21

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Zhuo Jin, Guo Liu, Hailiang Yang:
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models. Eur. J. Oper. Res. 280(3): 1130-1143 (2020)

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