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Existence and uniqueness of multi-agent equilibrium in a stochastic, dynamic consumption investment model

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posted on 1988-01-01, 00:00 authored by Ioannis Karatzas, John P. Lehoczky, Steven E. Shreve
Mathematics Technical Report

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1988-01-01

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    Keywords

    Capital assets pricing model.Consumption (Economics) Mathematical models.Mathematical Sciences not elsewhere classified

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