Consumption/investment problem when the investment opportunity set can be enlarged by information gathering
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Publication:433131
DOI10.1016/j.orl.2011.04.004zbMath1242.91111OpenAlexW2027368396MaRDI QIDQ433131
Publication date: 13 July 2012
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2011.04.004
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