A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645)
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scientific article; zbMATH DE number 7534820
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection |
scientific article; zbMATH DE number 7534820 |
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A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (English)
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31 May 2022
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financial engineering
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consumption and portfolio choice
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risk management
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mean field-type control
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fixed point problem
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time inconsistency
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0.90953773
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0.9005226
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0.89537174
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0.88828695
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0.88319063
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0.88254184
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0.8820752
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0.8815751
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0.8806775
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