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The following pages link to A consumption-investment problem with heterogeneous discounting (Q459384):

Displaying 3 items.

Consumption, investment and life insurance strategies with heterogeneous discounting (Q2015474) (← links)
Time-consistent portfolio optimization (Q2028852) (← links)
A defined benefit pension plan model with stochastic salary and heterogeneous discounting (Q6163453) (← links)

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