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"Portfolio selection with drawdown constraint on consumption: a ..."

Junkee Jeon, Kyunghyun Park (2021)

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DOI: 10.1007/S00186-020-00734-6

access: closed

type: Journal Article

metadata version: 2021-07-29

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Junkee Jeon, Kyunghyun Park:
Portfolio selection with drawdown constraint on consumption: a generalization model. Math. Methods Oper. Res. 93(2): 243-289 (2021)

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