Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813): Difference between revisions

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Latest revision as of 14:53, 10 June 2024

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Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income
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    Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (English)
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    5 August 2005
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    finance
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    optimal portfolios
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    recursive utility
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    BSDE
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    FBSDE
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