Duality in Optimal Consumption–Investment Problems with Alternative Data

Keyphrases

• Stock Trends 100%
• Technological Progress 50%
• Social Media 50%
• Control Approach 50%
• Smooth Solution 50%
• Likelihood Ratio 50%
• Constant Relative Risk Aversion 50%
• GPS Data 50%
• Expert Opinion 50%
• Jump-diffusion Process 50%
• Duality Theory 50%
• Dynamic Programming Principle 50%
• Asset Prices 50%
• COVID-19 50%
• Dynamic Decision Making 50%
• Media Commentary 50%
• Data Market 50%
• Hidden Markov Chain 50%
• Pandemic Data 50%
• Hidden States 50%
• Economic Regimes 50%
• Ratio Condition 50%
• Standard Market 50%

Social Sciences

• Investors 100%
• Decision Making 100%
• Dynamic Programming 50%
• Markov Chain 50%
• COVID 19 Epidemic 50%
• Social Media 50%
• Risk Aversion 50%
• Likelihood Ratio 50%

Economics, Econometrics and Finance

• Investors 100%
• Sequential Decision Making 50%
• Dynamic Programming 50%
• Markov Chain 50%