OPTIMAL CONSUMPTION AND INVESTMENT FOR A LARGE INVESTOR: AN INTENSITY-BASED CONTROL FRAMEWORK
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Publication:2851560
DOI10.1111/j.1467-9965.2012.00528.xzbMath1277.91202OpenAlexW1575744783MaRDI QIDQ2851560
Michael P. Busch, Ralf Korn, Frank Thomas Seifried
Publication date: 11 October 2013
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2012.00528.x
Optimal stochastic control (93E20) Financial applications of other theories (91G80) Portfolio theory (91G10)
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