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The structure of optimal consumption streams in general incomplete markets - MaRDI portal

The structure of optimal consumption streams in general incomplete markets (Q926391)

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scientific article; zbMATH DE number 5279129
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The structure of optimal consumption streams in general incomplete markets
scientific article; zbMATH DE number 5279129

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    The structure of optimal consumption streams in general incomplete markets (English)
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    27 May 2008
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    optimal consumption stream
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    incomplete markets
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    idiosyncratic risk
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    convexity
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    marginal propensity to consume
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