The tradeoff between consumption and investment in incomplete financial markets (Q2493286): Difference between revisions
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Revision as of 07:20, 5 March 2024
scientific article
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English | The tradeoff between consumption and investment in incomplete financial markets |
scientific article |
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The tradeoff between consumption and investment in incomplete financial markets (English)
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12 June 2006
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Merton model
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zero growth rate
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risk-sensitive control
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large deviations
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