Lijun Bo, Yijie Huang, Kaixin Yan, Xiang Yu. Optimal Consumption under Relaxed Benchmark Tracking and Consumption Drawdown Constraint. SIAM J. Financial Math., 17(1):78-117, 2026. [doi]
@article{BoHYY26,
title = {Optimal Consumption under Relaxed Benchmark Tracking and Consumption Drawdown Constraint},
author = {Lijun Bo and Yijie Huang and Kaixin Yan and Xiang Yu},
year = {2026},
doi = {10.1137/25m1728375},
url = {https://doi.org/10.1137/25m1728375},
researchr = {https://researchr.org/publication/BoHYY26},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {17},
number = {1},
pages = {78-117},
}