Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (Q1200324)
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scientific article; zbMATH DE number 95065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy |
scientific article; zbMATH DE number 95065 |
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Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (English)
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16 January 1993
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continuous-time single-agent consumption and portfolio decision problem
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