On Merton's Optimal Portfolio Problem with Sporadic Bankruptcy for Isoelastic Utility

Fuente: arXiv

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Bibliographic Details
Main Authors:	Kopeliovich, Yaacov, Pokojovy, Michael, Bernatska, Julia
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance 91G15, 91G10, 60H10, 60J76
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2403.15923