Consumption and investment under constraints
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Publication:5906560
DOI10.1016/0165-1889(94)90038-8zbMath0803.90020MaRDI QIDQ5906560
Publication date: 10 August 1994
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1889(94)90038-8
convex duality; portfolio constraints; financial market; constrained consumption; martingale measures; consumption-investment; portfolio policies; wealth bounds
91B62: Economic growth models
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