Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption (Q2490244)

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Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption
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    Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption (English)
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    28 April 2006
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    Portfolio choice
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    Portfolio insurance
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    Index bonds
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    Bellman equation
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    Inflation risk
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