Consumption and investment under constraints (Q5906560)
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scientific article; zbMATH DE number 617314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consumption and investment under constraints |
scientific article; zbMATH DE number 617314 |
Statements
Consumption and investment under constraints (English)
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10 August 1994
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consumption-investment
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constrained consumption
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wealth bounds
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portfolio constraints
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martingale measures
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convex duality
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financial market
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portfolio policies
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