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Optimal consumption and portfolio of an equilibrium in a complete market.

Noussaiba SEKKAL, Faiza LIMAM-BELARBI

Abstract



The aim of this paper is to investigate the equilibrium problem of a complete financial market. The objective is to maximize the portfolio. The dual convex of the utility function is used for the solution of maximization.

Keywords


Equilibrium: general theory, Portfolio optimization, complete markets model, Utility theory.

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