Minimizing the Probability of Lifetime Drawdown under Constant Consumption
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- Angoshtari, Bahman & Bayraktar, Erhan & Young, Virginia R., 2016. "Minimizing the probability of lifetime drawdown under constant consumption," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 210-223.
References listed on IDEAS
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- Bahman Angoshtari & Erhan Bayraktar & Virginia R. Young, 2015. "Optimal Investment to Minimize the Probability of Drawdown," Papers 1506.00166, arXiv.org, revised Feb 2016.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Angoshtari, Bahman & Bayraktar, Erhan & Young, Virginia R., 2015.
"Minimizing the expected lifetime spent in drawdown under proportional consumption,"
Finance Research Letters,
Elsevier, vol. 15(C), pages 106-114.
- Bahman Angoshtari & Erhan Bayraktar & Virginia R. Young, 2015. "Minimizing the Expected Lifetime Spent in Drawdown under Proportional Consumption," Papers 1508.01914, arXiv.org, revised Aug 2015.
- Asaf Cohen & Virginia R. Young, 2015. "Minimizing Lifetime Poverty with a Penalty for Bankruptcy," Papers 1509.01694, arXiv.org.
- repec:wsi:wsbook:10078 is not listed on IDEAS
More about this item
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-08-13 (All new papers)
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