Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705): Difference between revisions
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Revision as of 02:11, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ramsey rule with forward/backward utility for long-term yield curves modeling |
scientific article |
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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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