Feasibility and transversality conditions for models of portfolio choice with non-expected utility in continuous time
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Publication:1392150
DOI10.1016/S0165-1765(96)00914-7zbMath0896.90017MaRDI QIDQ1392150
Publication date: 23 July 1998
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(96)00914-7
continuous-time consumption-portfolio problem; feasibility and transversality conditions; GIE preferences
91B62: Economic growth models
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