Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint (Q2798177)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint |
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Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint (English)
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1 April 2016
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portfolio selection
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quadratic utility
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subsistence consumption constraint
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martingale method
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