Optimal consumption and investment under time-varying relative risk aversion (Q633319): Difference between revisions

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Revision as of 00:33, 20 March 2024

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Optimal consumption and investment under time-varying relative risk aversion
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    Optimal consumption and investment under time-varying relative risk aversion (English)
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    31 March 2011
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    Merton's problem
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    Hamilton-Jacobi-Bellman equation
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    marginal indirect utility
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    life-cycle investment
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