Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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