Robust optimization of consumption with random endowment
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More about this item
Keywords
duality theory; risk measures; optimal consumption; model uncertainty;All these keywords.
JEL classification:
- D11 - Microeconomics - - Household Behavior - - - Consumer Economics: Theory
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
NEP fields
This paper has been announced in the following NEP Reports:- NEP-UPT-2006-09-23 (Utility Models and Prospect Theory)
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