collaborators

1 paper

math.OC2025

Optimal Consumption-Investment for General Utility with a Drawdown Constraint over a Finite-Time Horizon

Chonghu Guan, Xinfeng Gu, Wenhao Zhang +1

We study an optimal investment and consumption problem over a finite-time horizon, in which an individual invests in a risk-free asset and a risky asset, and evaluate utility using…