Portfolio choice with jumps: a closed-form solution (Q1024892)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio choice with jumps: a closed-form solution |
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Portfolio choice with jumps: a closed-form solution (English)
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17 June 2009
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optimal portfolio
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jumps
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Merton problem
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factor models
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closed-form solution
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