Optimal consumption and portfolio selection with lower and upper bounds on consumption (Q2116155)
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scientific article; zbMATH DE number 7490992
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and portfolio selection with lower and upper bounds on consumption |
scientific article; zbMATH DE number 7490992 |
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Optimal consumption and portfolio selection with lower and upper bounds on consumption (English)
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16 March 2022
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consumption constraints
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consumption/investment problem
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CRRA utility
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dynamic programming approach
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