A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection
- Alain Bensoussan ,
Alain Bensoussan
[email protected]https://orcid.org/0000-0003-2465-1249
International Center for Decision and Risk Analysis, Naveen Jindal School of Management, University of Texas at Dallas, Richardson, Texas 75083The School of Data Science, City University of Hong Kong, 999077, Hong Kong
- SingRu (Celine) Hoe ,
SingRu (Celine) Hoe
[email protected]https://orcid.org/0000-0003-1219-3228
College of Business, Texas A&M University–Commerce, Commerce, Texas 75428;
- Joohyun Kim ,
Joohyun Kim
[email protected]https://orcid.org/0000-0001-7132-5724
International Center for Decision and Risk Analysis, Naveen Jindal School of Management, University of Texas at Dallas, Richardson, Texas 75083;
- Zhongfeng Yan
Zhongfeng Yan
[email protected]Department of Mathematics, Jinan University, Guangzhou, Guangdong 510632, China
Alain Bensoussan
[email protected]https://orcid.org/0000-0003-2465-1249
International Center for Decision and Risk Analysis, Naveen Jindal School of Management, University of Texas at Dallas, Richardson, Texas 75083The School of Data Science, City University of Hong Kong, 999077, Hong Kong
SingRu (Celine) Hoe
[email protected]https://orcid.org/0000-0003-1219-3228
College of Business, Texas A&M University–Commerce, Commerce, Texas 75428;
Joohyun Kim
[email protected]https://orcid.org/0000-0001-7132-5724
International Center for Decision and Risk Analysis, Naveen Jindal School of Management, University of Texas at Dallas, Richardson, Texas 75083;
Zhongfeng Yan
[email protected]Department of Mathematics, Jinan University, Guangzhou, Guangdong 510632, China
