Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility (Q1622129)

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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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