Optimal portfolio choice and stochastic volatility (Q5414493): Difference between revisions

@@ Property / author @@
-Nicholas G. Polson
@@ Property / author: Nicholas G. Polson / rank @@
-Normal rank
@@ Property / author @@
+Nicholas G. Polson
@@ Property / author: Nicholas G. Polson / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1002/asmb.898
@@ Property / full work available at URL: https://doi.org/10.1002/asmb.898 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1966713262
@@ Property / OpenAlex ID: W1966713262 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Q3994411
@@ Property / cites work: Q3994411 / rank @@
+Normal rank
@@ Property / cites work @@
+The Role of Learning in Dynamic Portfolio Decisions *
+Normal rank
@@ Property / cites work @@
+Conditional Heteroskedasticity in Asset Returns: A New Approach
+Normal rank
@@ Property / cites work @@
+A characterization of the distributions that imply mean-variance utility functions
+Normal rank
@@ Property / cites work @@
+Q4768455
@@ Property / cites work: Q4768455 / rank @@
+Normal rank
@@ Property / cites work @@
+Simulation-based regularized logistic regression
@@ Property / cites work: Simulation-based regularized logistic regression / rank @@
+Normal rank
@@ Property / cites work @@
+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
+Normal rank
@@ Property / cites work @@
+Autocorrelated Returns and Optimal Intertemporal Portfolio Choice
+Normal rank