Optimal Consumption under Relaxed Benchmark Tracking and Consumption Drawdown Constraint

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]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.