An optimal consumption and investment problem with quadratic utility and negative wealth constraints (Q2400765)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal consumption and investment problem with quadratic utility and negative wealth constraints |
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An optimal consumption and investment problem with quadratic utility and negative wealth constraints (English)
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30 August 2017
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consumption
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portfolio selection
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quadratic utility
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negative wealth constraints
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martingale method
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