An optimal consumption and investment problem with stochastic hyperbolic discounting (Q2419998): Difference between revisions
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Property / cites work: Consumption and risk with hyperbolic discounting / rank | |||
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Property / cites work: Instantaneous Gratification * / rank | |||
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Property / cites work: Finite horizon portfolio selection with a negative wealth constraint / rank | |||
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Property / cites work: Q3760262 / rank | |||
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Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank | |||
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Property / cites work: Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting / rank | |||
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Revision as of 10:35, 19 July 2024
scientific article
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English | An optimal consumption and investment problem with stochastic hyperbolic discounting |
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An optimal consumption and investment problem with stochastic hyperbolic discounting (English)
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5 June 2019
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portfolio selection
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stochastic hyperbolic discounting
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dynamic programming method
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