Optimal Investment and Consumption under a Habit-Formation Constraint

Journal article

Open access

Peer reviewed

Bahman Angoshtari, Erhan Bayraktar and Virginia R. Young

SIAM journal on financial mathematics, Vol.13(1), pp.321-352

2022-03

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https://doi.org/10.1137/21M1397891View

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Collaboration types: Domestic collaboration
Citation topics: 6 Social Sciences; 6.10 Economics; 6.10.80 Option Pricing
Web Of Science research areas: Business, Finance; Mathematics, Interdisciplinary Applications; Social Sciences, Mathematical Methods
ESI research areas: Economics & Business

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Title: Optimal Investment and Consumption under a Habit-Formation Constraint
Creators: Bahman Angoshtari
Erhan Bayraktar
Virginia R. Young
Publication Details: SIAM journal on financial mathematics, Vol.13(1), pp.321-352
Academic Unit: A&S - Mathematics; College of A&S
Language: English
Resource Type: Journal article
Record Identifier: 991031713867402976