Robust Optimization of Consumption with Random Endowment
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More about this item
Keywordsduality theory; risk measures; optimal consumption; model uncertainty;
- D11 - Microeconomics - - Household Behavior - - - Consumer Economics: Theory
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-09-23 (All new papers)
- NEP-FMK-2006-09-23 (Financial Markets)
- NEP-UPT-2006-09-23 (Utility Models & Prospect Theory)
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