The opportunity process for optimal consumption and investment with power utility (Q1932536)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The opportunity process for optimal consumption and investment with power utility |
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The opportunity process for optimal consumption and investment with power utility (English)
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20 January 2013
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power utility
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consumption
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semimartingale
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dynamic programming
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convex duality
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