OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES (Q3393969): Difference between revisions

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Latest revision as of 22:42, 1 July 2024

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OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES
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    OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES (English)
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    28 August 2009
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    optimal consumption and investment
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    inflation
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    stochastic control with partial observations
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    separation principle
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    Zakai equation
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