Co-jumps and recursive preferences in portfolio choices (Q6076757)
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scientific article; zbMATH DE number 7741482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Co-jumps and recursive preferences in portfolio choices |
scientific article; zbMATH DE number 7741482 |
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Co-jumps and recursive preferences in portfolio choices (English)
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22 September 2023
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asset allocation
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consumption
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stochastic volatility
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Wishart process
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co-jumps
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recursive preferences
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dynamic programming
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