Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (Q3787900)
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scientific article; zbMATH DE number 4051487
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| English | Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon |
scientific article; zbMATH DE number 4051487 |
Statements
Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (English)
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1987
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utility functions
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martingale representation theorem
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Feynman-Kac theorem
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consumption/investment decision problem
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optimal portfolio and consumption rules
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feedback
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0.8478893041610718
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0.8432953357696533
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0.8408617973327637
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