Optimal consumption and portfolio selection problem with downside consumption constraints (Q2372062)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and portfolio selection problem with downside consumption constraints |
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Optimal consumption and portfolio selection problem with downside consumption constraints (English)
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10 July 2007
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consumption
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portfolio selection
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utility maximization
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downside consumption constraint
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martingale method
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