Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (Q376839)
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scientific article; zbMATH DE number 6229830
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| English | Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity |
scientific article; zbMATH DE number 6229830 |
Statements
Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (English)
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19 November 2013
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\(\alpha\)-maxmin expected CES utility
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stochastic control
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backward stochastic differential equations
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optimization of utility
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variational inequality
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optimal consumption-leisure-portfolio and retirement
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0.9320834
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0.91623205
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0.88161564
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0.8794389
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0.8779187
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0.87740946
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0.8763777
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0.8760967
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