Optimal allocation–consumption problem for a portfolio with an illiquid asset (Q5739576)
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scientific article; zbMATH DE number 6604237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal allocation–consumption problem for a portfolio with an illiquid asset |
scientific article; zbMATH DE number 6604237 |
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Optimal allocation–consumption problem for a portfolio with an illiquid asset (English)
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19 July 2016
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portfolio optimization
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illiquidity
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viscosity solutions
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random income
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