Optimal consumption and investment under time-varying relative risk aversion (Q633319)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and investment under time-varying relative risk aversion |
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Statements
Optimal consumption and investment under time-varying relative risk aversion (English)
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31 March 2011
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Merton's problem
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Hamilton-Jacobi-Bellman equation
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marginal indirect utility
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life-cycle investment
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