A new approach to stochastic optimization: the investment-consumption model
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References listed on IDEAS
- Alghalith, Moawia, 2008. "Recent applications of theory of the firm under uncertainty," European Journal of Operational Research, Elsevier, vol. 186(2), pages 443-450, April.
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Keywordsportfolio; investment; stochastic optimization;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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