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Portfolio selection with drawdown constraint on consumption: a generalization model

Published Online: 2021-01-06

Published Print: 2021-04

Authors

Jeon, Junkee https://orcid.org/0000-0002-1091-9745
Park, Kyunghyun https://orcid.org/0000-0002-0446-7797
Funding

Funding for this research was provided by:

National Research Foundation of Korea (NRF-2020R1C1C1A01007313, NRF-2016H1A2A1908911)
License Information

Text and Data Mining valid from 2021-01-06

Version of Record valid from 2021-01-06
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Article History

Received: 31 January 2020

Revised: 4 September 2020

Accepted: 30 November 2020

First Online: 6 January 2021

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