Optimal investment and consumption models with non-linear stock dynamics
Year of publication: |
1999
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Authors: | Zariphopoulou-Souganidis, Thaleia |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 50.1999, 2, p. 271-296
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Subject: | Portfolio-Management | Portfolio selection | Konsumtheorie | Consumption theory | Intertemporale Entscheidung | Intertemporal choice | Anlageverhalten | Behavioural finance | Risikoaversion | Risk aversion | Theorie | Theory |
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