Klüppelberg, C. and Pergamenshchikov, S.
Albrecher, H., Runggaldier, W. and Schachermayer, W. (Eds.)
Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions
245-273
Albrecher, H., Runggaldier, W. and Schachermayer, W.: Advanced Financial Modelling
Walter de Gruyter
2009