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Portfolios Optimizing Wealth and Consumption

Chapter
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Part of the Springer Finance book series (FINANCE)

Abstract

In this chapter, we give a generalization of the model studied in Chap. 1 Sect. 1.3.

Keywords

Utility Function Dynamic Programming Optimal Portfolio Risky Asset Bellman Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2007

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