"Optimal lifetime consumption and investment under a drawdown constraint."

Romuald Elie, Nizar Touzi (2008)

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DOI: 10.1007/S00780-008-0066-8

access: closed

type: Journal Article

metadata version: 2020-07-22

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Romuald Elie, Nizar Touzi:
Optimal lifetime consumption and investment under a drawdown constraint. Finance Stochastics 12(3): 299-330 (2008)

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