Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk (Q2155561)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk |
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Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk (English)
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15 July 2022
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portfolio choice
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stochastic dynamic control
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analytical solution
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numerical analysis
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