摘要翻译：
研究了Black-Scholes市场在风险价值和对数效用函数的期望缺口一致限制下的最优消费问题。我们用一种显式的动态策略来寻找解决方案，这种动态策略可以被比较和解释。本文延续了我们以前的工作，在那里我们解决了幂效用函数的类似问题。
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英文标题：
《Optimal consumption and investment with bounded downside risk measures
  for logarithmic utility functions》
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作者：
Claudia Kluppelberg, Serguei Pergamenchtchikov (LMRS)
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最新提交年份：
2010
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Portfolio Management        项目组合管理
分类描述：Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
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一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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一级分类：Quantitative Finance        数量金融学
二级分类：Risk Management        风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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英文摘要：
  We investigate optimal consumption problems for a Black-Scholes market under uniform restrictions on Value-at-Risk and Expected Shortfall for logarithmic utility functions. We find the solutions in terms of a dynamic strategy in explicit form, which can be compared and interpreted. This paper continues our previous work, where we solved similar problems for power utility functions.
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PDF链接：
https://arxiv.org/pdf/1002.2486