Consumption in incomplete markets (Q2308177): Difference between revisions

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+https://doi.org/10.1007/s00780-020-00420-9
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+W3123869352
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+Q3355178
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+Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Consumption and investment with interest rate risk
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+On the Hamilton--Jacobi--Bellman Equation for an Optimal Consumption Problem: I. Existence of Solution
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