Consumption-portfolio optimization with recursive utility in incomplete markets (Q1936832): Difference between revisions

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Latest revision as of 04:08, 6 July 2024

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Consumption-portfolio optimization with recursive utility in incomplete markets
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    Consumption-portfolio optimization with recursive utility in incomplete markets (English)
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    7 February 2013
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    consumption-portfolio optimization
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    recursive utility
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    stochastic control approach
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    stochastic volatility
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    unspanned state process
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    Campbell-Shiller approximation
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