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Publication:2779039
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zbMath1051.91029MaRDI QIDQ2779039

Weiyin Fei

Publication date: 2000


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

portfolioexpected utilitystochastic control problem


Mathematics Subject Classification ID

Optimal stochastic control (93E20)


Related Items (2)

Optimal consumption and portfolio choice with ambiguity and anticipation ⋮ Optimal investment consumption model with a higher interest rate for borrowing




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