An optimal consumption and investment problem with quadratic utility and negative wealth constraints (Q2400765)
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scientific article; zbMATH DE number 6766845
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| English | An optimal consumption and investment problem with quadratic utility and negative wealth constraints |
scientific article; zbMATH DE number 6766845 |
Statements
An optimal consumption and investment problem with quadratic utility and negative wealth constraints (English)
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30 August 2017
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consumption
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portfolio selection
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quadratic utility
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negative wealth constraints
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martingale method
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0.8826408386230469
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0.8749203681945801
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0.8661583662033081
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0.8552042841911316
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