Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions (Q3656692)

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Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions
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    Statements

    13 January 2010
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    optimal consumption
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    Black-Scholes model
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    capital-at-risk
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    expected shortfall
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    logarithmic utility
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    utility maximization
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    value-at-risk
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    q-fin.PM
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    math.PR
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    q-fin.RM
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    Identifiers

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