Optimal investment and consumption when allowing terminal debt (Q1698925)

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scientific article; zbMATH DE number 6839978
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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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