Optimal investment and consumption decisions under the constant elasticity of variance model
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Portfolio theory (91G10) General considerations in statistical decision theory (62C05) Utility theory (91B16) PDEs in connection with control and optimization (35Q93) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
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