Consumption and investment under constraints (Q5894595)
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scientific article; zbMATH DE number 983616
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consumption and investment under constraints |
scientific article; zbMATH DE number 983616 |
Statements
Consumption and investment under constraints (English)
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27 February 1997
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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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