Optimal investment and consumption under partial information (Q261540)
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scientific article; zbMATH DE number 6560176
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and consumption under partial information |
scientific article; zbMATH DE number 6560176 |
Statements
Optimal investment and consumption under partial information (English)
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24 March 2016
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partial information
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utility maximization
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optimal investment and consumption
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stochastic control
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portfolio theory
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path-dependent volatility
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