Multi-period power utility optimization under stock return predictability (Q6088760): Difference between revisions

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Latest revision as of 18:19, 30 December 2024

scientific article; zbMATH DE number 7778008
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English
Multi-period power utility optimization under stock return predictability
scientific article; zbMATH DE number 7778008

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    Multi-period power utility optimization under stock return predictability (English)
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    14 December 2023
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    finance
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    power utility
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    CRRA
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    multi-period solution
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    dynamic optimization
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