most citedOptimal consumption-investment with coupled constraints on consumption and investment strategies in a regime switching market with random coefficients

1 citations · 1 across the 1 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2022★ 1 cited

Optimal consumption-investment with coupled constraints on consumption and investment strategies in a regime switching market with random coefficients

Ying Hu, Xiaomin Shi, Zuo Quan Xu

This paper studies finite-time optimal consumption-investment problems with power, logarithmic and exponential utilities, in a regime switching market with random coefficients, sub…