Consumption and investment under constraints (Q5906560)

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scientific article; zbMATH DE number 617314
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Consumption and investment under constraints
scientific article; zbMATH DE number 617314

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    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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