Portfolio decision with a quadratic utility and inflation risk (Q1716081)
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scientific article; zbMATH DE number 7008002
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio decision with a quadratic utility and inflation risk |
scientific article; zbMATH DE number 7008002 |
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Portfolio decision with a quadratic utility and inflation risk (English)
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29 January 2019
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martingale duality method
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portfolio selection
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quadratic utility
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inflation risk
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inflation-linked index bond
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0.89005274
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0.87516546
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0.8720279
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0.8714531
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0.86804914
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0.86723155
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