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Optimal consumption and investment in general affine GARCH models

Published Online: 2024-02-24

Published Print: 2024-09

Authors

Escobar-Anel, Marcos https://orcid.org/0000-0001-9691-4322
Spies, Ben

Zagst, Rudi
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Text and Data Mining valid from 2024-02-24

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Article History

Received: 20 February 2023

Accepted: 12 January 2024

First Online: 24 February 2024

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