Deterministic mean-variance-optimal consumption and investment (Q5410799)
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scientific article; zbMATH DE number 6286595
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deterministic mean-variance-optimal consumption and investment |
scientific article; zbMATH DE number 6286595 |
Statements
Deterministic mean-variance-optimal consumption and investment (English)
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17 April 2014
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mean-variance optimization
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optimal investment and consumption
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unit-linked life insurance
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deterministic control
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