An optimal portfolio and consumption problem with a benchmark and partial information (Q2690075): Difference between revisions

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Revision as of 16:33, 31 July 2024

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An optimal portfolio and consumption problem with a benchmark and partial information
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    An optimal portfolio and consumption problem with a benchmark and partial information (English)
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    15 March 2023
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    optimal portfolio and consumption
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    partial information
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    Kalman-Bucy filter
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    Hamilton-Jacobi-Bellman equation
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    verification theorem
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