Optimal investment and consumption with forward preferences and uncertain parameters (Q6543812)
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scientific article; zbMATH DE number 7853539
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and consumption with forward preferences and uncertain parameters |
scientific article; zbMATH DE number 7853539 |
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Optimal investment and consumption with forward preferences and uncertain parameters (English)
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25 May 2024
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robust forward performance criteria
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portfolio constraints
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consumption
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saddle points
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constant relative risk aversion
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