Optimal investment and consumption with unknown parameters (Q5349133)
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scientific article; zbMATH DE number 6763637
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and consumption with unknown parameters |
scientific article; zbMATH DE number 6763637 |
Statements
Optimal investment and consumption with unknown parameters (English)
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23 August 2017
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Bayesian method
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constant absolute risk aversion
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constant relative risk aversion
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hyperbolic absolute risk aversion
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portfolio theory
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