Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705): Difference between revisions

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Property / author: Nicole El Karoui / rank
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Latest revision as of 08:46, 29 July 2024

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Ramsey rule with forward/backward utility for long-term yield curves modeling
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    Ramsey rule with forward/backward utility for long-term yield curves modeling (English)
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    17 June 2022
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    Ramsey rule
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    yields curves
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    long-run rates
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    marginal indifference pricing
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    market-consistent progressive utility of investment and consumption
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    forward/backward portfolio optimization
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