Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

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Frank J, Fabozzi ; Lorenzo, Reus. (2021) Robust Solutions to the Life-Cycle Consumption Problem.
In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-019-09964-1.

Full description at Econpapers

cites:

Karatzas, I., Lehoczky, J. P., Shreve, S. E., & Xu, G. L. (1991). Martingale and duality methods for utility maximization in an incomplete market. SIAM Journal on Control and Optimization, 29(3), 702–730.

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