|
| Title |
An
Approach For Modeling Consumption Problem and Asset Allocation
in Continuous Time |
| Authors |
H.C.Jimbo,
H.Peng, A.Ouentcheu,and T.Suzuki |
| Keywords |
continuous
time portfolio selection,consumption problem,Lagrangien
multiplier method,financial dynamics,asset allocation |
| Documents |
◇ Manuscript（PDF）
◇ Abstract（PDF） |
|
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