The opportunity process for optimal consumption and investment with power utility
Year of publication: |
2010
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Authors: | Nutz, Marcel |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 3.2010, 3/4, p. 139-159
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Subject: | Eigeninteresse | Self-interest | Martingal | Martingale | Dynamische Optimierung | Dynamic programming | Portfolio-Management | Portfolio selection |
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