Infinite-horizon investment consumption model with a nonterminal bankruptcy (Q1321221)

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Infinite-horizon investment consumption model with a nonterminal bankruptcy
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    Infinite-horizon investment consumption model with a nonterminal bankruptcy (English)
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    27 April 1994
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    infinite-horizon
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    diffusion with delayed reflection
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    continuous-time
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    portfolio decision
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    recovery process
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    bankruptcy
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