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Optimal consumption/portfolio choice with borrowing rate higher than deposit rate - MaRDI portal

Optimal consumption/portfolio choice with borrowing rate higher than deposit rate (Q4400415)

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scientific article; zbMATH DE number 1182279
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Optimal consumption/portfolio choice with borrowing rate higher than deposit rate
scientific article; zbMATH DE number 1182279

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    Optimal consumption/portfolio choice with borrowing rate higher than deposit rate (English)
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    23 September 1998
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    optimal consumption and investment decisions
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    dynamic programming
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