Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Constrained portfolio-consumption strategies with uncertain parameters
  and borrowing costs   This paper studies the properties of the optimal portfolio-consumption
strategies in a {finite horizon} robust utility maximization framework with
different borrowing and lending rates. In particular, we allow for constraints
on both investment and consumption strategies, and model uncertainty on both
drift and volatility. With the help of explicit solutions, we quantify the
impacts of uncertain market parameters, portfolio-consumption constraints and
borrowing costs on the optimal strategies and their time monotone properties.

15
The categories of this paper are: nucl-ex
25
The categories of this paper are: patt-sol
33
The categories of this paper are: plasm-ph
3
The categories of this paper are: physics
5
The categories of this paper are: gr-qc
9
The categories of this paper are: nlin
36
The categories of this paper are: cmp-lg
30
The categories of this paper are: q-alg
37
The categories of this paper are: supr-con
6
The categories of this paper are: astro-ph
2
The categories of this paper are: math
11
The categories of this paper are: hep-lat
14
The categories of this paper are: math-ph
7
The categories of this paper are: hep-th
28
The categories of this paper are: alg-geom
32
The categories of this paper are: atom-ph