Optimal investment and consumption with forward preferences and uncertain parameters
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Publication:6543812
DOI10.3934/puqr.2024004zbMATH Open1537.91279MaRDI QIDQ6543812
Publication date: 25 May 2024
Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)
saddle pointsconsumptionconstant relative risk aversionportfolio constraintsrobust forward performance criteria
Cites Work
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