Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705)
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scientific article; zbMATH DE number 7544268
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| default for all languages | No label defined |
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| English | Ramsey rule with forward/backward utility for long-term yield curves modeling |
scientific article; zbMATH DE number 7544268 |
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Ramsey rule with forward/backward utility for long-term yield curves modeling (English)
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17 June 2022
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Ramsey rule
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yields curves
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long-run rates
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marginal indifference pricing
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market-consistent progressive utility of investment and consumption
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forward/backward portfolio optimization
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0.8287754
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0.8282035
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0.82581156
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0.8253813
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0.8246143
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0.8242417
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0.82359004
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0.8224878
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0.81825936
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