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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2018.1
- 수록면
- 331 - 338 (8page)
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초록· 키워드
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We investigate the optimal consumption and portfolio strate- gies of an agent who has a constant elasticity of substitution (CES) utility function under the negative wealth constraint. We use the martingale method to derive the closed-form solution, and we give some numerical implications.
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