Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints (Q659160)

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Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints
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    Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints (English)
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    10 February 2012
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    optimal portfolio
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    consumption habit
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    utility maximization
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    martingale method
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