A note on the existence of the power investor's optimizer (Q483705): Difference between revisions

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+MaRDI publication profile
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
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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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+Q4368791
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+Publication:483705