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~isPartOf:"Economics Research Papers"
~person:"Alghalith, Moawia"
~person:"Battaïa, Olga"
~person:"Sethi, Suresh"
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GENERAL CLOSED-FORM SOLUTIONS TO THE DYNAMIC OPTIMIZATION PROBLEM IN INCOMPLETE MARKETS
Alghalith, Moawia
-
Department of Economics, University of the West Indies
-
2009
the optimal
portfolio
as a function of the optimal consumption and show the impact of optimal consumption on the optimal …
portfolio
. …
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