Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution (Q2445343): Difference between revisions
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| Property / cites work: An Overview of Optimal Life Insurance Purchase, Consumption and Investment Problems / rank | |||
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| Property / cites work: Time-Consistent Portfolio Management / rank | |||
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| Property / cites work: Optimal investment and consumption decision of a family with life insurance / rank | |||
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| Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank | |||
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Latest revision as of 09:08, 8 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution |
scientific article |
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Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution (English)
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14 April 2014
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portfolio allocation
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life insurance
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mean reverting drift
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