Dynamic consumption and asset allocation with derivative securities (Q3593597)

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scientific article; zbMATH DE number 5173553
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    Dynamic consumption and asset allocation with derivative securities
    scientific article; zbMATH DE number 5173553

      Statements

      Dynamic consumption and asset allocation with derivative securities (English)
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      23 July 2007
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      intertemporal consumption
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      dynamic asset allocation
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      stochastic opportunities
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