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Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach

Mathematical ProgrammingEconomicsPortfolio OptimizationAsset PricingViscosity Solution ApproachPortfolio SelectionManagementBusinessPortfolio ManagementOptimal Portfolio SelectionIntertemporal Portfolio ChoiceFinancial EngineeringPortfolio AllocationFinancePortfolio ChoiceNonlinear Integro-differential Equations