An optimal portfolio and consumption problem with a benchmark and partial information (Q2690075)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal portfolio and consumption problem with a benchmark and partial information |
scientific article |
Statements
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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