Dynamic asset allocation with relative wealth concerns in incomplete markets (Q2181530)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic asset allocation with relative wealth concerns in incomplete markets |
scientific article |
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Dynamic asset allocation with relative wealth concerns in incomplete markets (English)
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19 May 2020
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portfolio choice
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social preferences
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fund manager
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growth optimal portfolio
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stochastic differential game
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verification theorem
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incomplete markets
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stochastic opportunity set
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