Utility maximization with partial information (Q1890699): Difference between revisions

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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+An Intertemporal General Equilibrium Model of Asset Prices
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+The Consumption-Based Capital Asset Pricing Model
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+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
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+Q3973611
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+Q4039796
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+A generalized clark representation formula, with application to optimal portfolios
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+Q3996259
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