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

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+Optimum consumption and portfolio rules in a continuous-time model
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+Q3994411
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+The Role of Learning in Dynamic Portfolio Decisions *
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+A characterization of the distributions that imply mean-variance utility functions
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+Q4768455
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+Simulation-based regularized logistic regression
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Autocorrelated Returns and Optimal Intertemporal Portfolio Choice
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