Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs |
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Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (English)
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8 July 2019
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robust utility maximization
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explicit solutions
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portfolio-consumption constraints
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different borrowing and lending rates
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model uncertainty
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