Optimal investment and consumption when allowing terminal debt (Q1698925)
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scientific article; zbMATH DE number 6839978
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and consumption when allowing terminal debt |
scientific article; zbMATH DE number 6839978 |
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Optimal investment and consumption when allowing terminal debt (English)
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16 February 2018
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utility theory
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risk management
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dual approach in dynamic optimization
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