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Revision as of 04:03, 5 March 2024

scientific article
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Optimal consumption of a divisible durable good
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    Optimal consumption of a divisible durable good (English)
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    29 July 2002
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    optimal consumption
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    investment
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    continuous-time economy
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    isoelastic utility function
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    geometric Brownian motion
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    optimal policy
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    value function
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    stochastic portfolio weights
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