Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility (Q1622129)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility |
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Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility (English)
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12 November 2018
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portfolio selection
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negative wealth constraints
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subsistence consumption constraints
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convex duality method
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CARA utility
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