Optimal asset allocation with restrictions on liquidity (Q5097432)
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scientific article; zbMATH DE number 7574578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal asset allocation with restrictions on liquidity |
scientific article; zbMATH DE number 7574578 |
Statements
Optimal asset allocation with restrictions on liquidity (English)
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23 August 2022
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optimal asset allocation
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liquidity
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hyperbolic absolute risk aversion utility function
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Hamilton-Jacobi-Bellman equation
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