Optimal consumption under habit formation in markets with transaction costs and random endowments (Q2013576)
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scientific article
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| English | Optimal consumption under habit formation in markets with transaction costs and random endowments |
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Optimal consumption under habit formation in markets with transaction costs and random endowments (English)
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8 August 2017
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proportional transaction costs
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unbounded random endowments
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acceptable portfolios
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consumption budget constraint
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consumption habit formation
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convex duality
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market isomorphism
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