Optimal investment and consumption with labor income in incomplete markets (Q2192739): Difference between revisions

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Optimal investment and consumption with labor income in incomplete markets
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    Optimal investment and consumption with labor income in incomplete markets (English)
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    17 August 2020
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    utility maximization
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    labor income
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    semimartingale incomplete market
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    duality theory
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    optional supermartingale deflator
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