Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Risk Aversion Asymptotics for Power Utility Maximization   We consider the economic problem of optimal consumption and investment with
power utility. We study the optimal strategy as the relative risk aversion
tends to infinity or to one. The convergence of the optimal consumption is
obtained for general semimartingale models while the convergence of the optimal
trading strategy is obtained for continuous models. The limits are related to
exponential and logarithmic utility. To derive these results, we combine
approaches from optimal control, convex analysis and backward stochastic
differential equations (BSDEs).

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The categories of this paper are: nucl-th
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The categories of this paper are: atom-ph
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The categories of this paper are: dg-ga
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The categories of this paper are: plasm-ph
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The categories of this paper are: astro-ph
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The categories of this paper are: nlin
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The categories of this paper are: adap-org
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The categories of this paper are: alg-geom
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The categories of this paper are: cs
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The categories of this paper are: econ
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The categories of this paper are: hep-ex
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The categories of this paper are: stat
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The categories of this paper are: gr-qc
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The categories of this paper are: math-ph
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The categories of this paper are: cmp-lg
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The categories of this paper are: cond-mat