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Optimal investment and consumption under forward utilities with relative performance concerns

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Broux-Quemerais, Guillaume, Matoussi, Anis, Chao, Zhou
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Optimization and Control Probability
Accesso online:	Acceder al recurso
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