Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (Q1681369): Difference between revisions

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Latest revision as of 19:18, 14 July 2024

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Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix
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    Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (English)
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    23 November 2017
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    finance
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    optimal portfolio selection
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    jump-diffusion models
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    HARA utility functions
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    bond-stock mix
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