"A Risk Extended Version of Merton's Optimal Consumption and Portfolio ..."

Alain Bensoussan et al. (2022)

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DOI: 10.1287/OPRE.2021.2197

access: closed

type: Journal Article

metadata version: 2023-02-06

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Alain Bensoussan, SingRu Celine Hoe, Joohyun Kim, Zhongfeng Yan:
A Risk Extended Version of Merton's Optimal Consumption and Portfolio Selection. Oper. Res. 70(2): 815-829 (2022)

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