Optimal consumption choices for a `large' investor
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Publication:1128528
DOI10.1016/S0165-1889(97)00065-1zbMATH Open0902.90031OpenAlexW2095693698MaRDI QIDQ1128528FDOQ1128528
Authors: Domenico Cuoco, Jakša Cvitanić 
Publication date: 13 August 1998
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(97)00065-1
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Cited In (66)
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- On Hermite-Hadamard type inequalities for \(n \)-polynomial convex stochastic processes
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- MODELING LIQUIDITY EFFECTS IN DISCRETE TIME
- A market model with medium/long-term effects due to an insider
- Minimizing shortfall risk and applications to finance and insurance problems
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