Open AccessOPTIMAL CONSUMPTION, PORTFOLIO, AND LIFE INSURANCE WITH BORROWING CONSTRAINT AND RISK AVERSION CHANGE
Author(s) -
Ho-Seok Lee
Publication year - 2016
Publication title -
journal of the chungcheng mathematical society
Language(s) - English
Resource type - Journals
eISSN - 2383-6245
pISSN - 1226-3524
DOI - 10.14403/jcms.2016.29.2.375
Subject(s) - constraint (computer aided design) , portfolio , risk aversion (psychology) , consumption (sociology) , life insurance , economics , actuarial science , portfolio insurance , portfolio optimization , financial economics , replicating portfolio , expected utility hypothesis , mathematics , social science , geometry , sociology
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