An Chen, Michel Vellekoop. Optimal investment and consumption when allowing terminal debt. European Journal of Operational Research, 258(1):385-397, 2017. [doi]
@article{ChenV17,
title = {Optimal investment and consumption when allowing terminal debt},
author = {An Chen and Michel Vellekoop},
year = {2017},
doi = {10.1016/j.ejor.2016.09.012},
url = {http://dx.doi.org/10.1016/j.ejor.2016.09.012},
researchr = {https://researchr.org/publication/ChenV17},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {258},
number = {1},
pages = {385-397},
}