Multi-period power utility optimization under stock return predictability (Q6088760): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:05, 10 July 2024
scientific article; zbMATH DE number 7778008
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period power utility optimization under stock return predictability |
scientific article; zbMATH DE number 7778008 |
Statements
Multi-period power utility optimization under stock return predictability (English)
0 references
14 December 2023
0 references
finance
0 references
power utility
0 references
CRRA
0 references
multi-period solution
0 references
dynamic optimization
0 references
