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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Revision as of 22:08, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix |
scientific article |
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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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