Optimal consumption and portfolio selection with stochastic differential utility (Q1961363)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and portfolio selection with stochastic differential utility |
scientific article |
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Optimal consumption and portfolio selection with stochastic differential utility (English)
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25 April 2000
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portfolio plans
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utility gradient
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martingale
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consumption plans
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stochastic differential utility
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