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"Consumption-portfolio optimization with recursive utility in incomplete ..."

Holger Kraft, Frank Thomas Seifried, Mogens Steffensen (2013)

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DOI: 10.1007/S00780-012-0184-1

access: closed

type: Journal Article

metadata version: 2020-10-26

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Holger Kraft, Frank Thomas Seifried, Mogens Steffensen:
Consumption-portfolio optimization with recursive utility in incomplete markets. Finance Stochastics 17(1): 161-196 (2013)

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