Optimal consumption of a divisible durable good (Q1606182)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption of a divisible durable good |
scientific article |
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Optimal consumption of a divisible durable good (English)
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29 July 2002
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optimal consumption
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investment
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continuous-time economy
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isoelastic utility function
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geometric Brownian motion
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optimal policy
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value function
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stochastic portfolio weights
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