STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS (Q3084602): Difference between revisions

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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
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+CONTINUITY OF UTILITY-MAXIMIZATION WITH RESPECT TO PREFERENCES
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+Publication:3084602