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Latest revision as of 11:17, 27 June 2024

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Optimal consumption and portfolio choice with ambiguity and anticipation
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    Optimal consumption and portfolio choice with ambiguity and anticipation (English)
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    18 October 2007
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    ambiguity
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    recursive multiple-priors utility
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    anticipation
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    optimal consumption and portfolio
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    enlargement of filtrations
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    Malliavin derivatives
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