Optimal consumption and investment under partial information
Year of publication: |
2008
|
---|---|
Authors: | Putschögl, Wolfgang ; Sass, Jörn |
Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 31.2008, 2, p. 137-170
|
Publisher: |
Springer |
Subject: | Portfolio optimization | Optimal consumption | Utility maximization | Partial Information |
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