Portfolio decision with a quadratic utility and inflation risk (Q1716081)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7008002
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio decision with a quadratic utility and inflation risk |
scientific article; zbMATH DE number 7008002 |
Statements
Portfolio decision with a quadratic utility and inflation risk (English)
0 references
29 January 2019
0 references
martingale duality method
0 references
portfolio selection
0 references
quadratic utility
0 references
inflation risk
0 references
inflation-linked index bond
0 references
0 references
0 references
0.89005274
0 references
0.87516546
0 references
0.8720279
0 references
0 references
0.8714531
0 references
0.86804914
0 references
0.86723155
0 references
0 references
