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Latest revision as of 10:09, 2 July 2024

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Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
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    Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (English)
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    19 January 2010
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    habit formation
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    optimal consumption and portfolio
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    intertemporal hedging
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    mean reversion in stock prices
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    stochastic interest rates
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