Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution (Q2445343)
From MaRDI portal
!
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 6284371
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution |
scientific article; zbMATH DE number 6284371 |
Statements
Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution (English)
0 references
14 April 2014
0 references
portfolio allocation
0 references
life insurance
0 references
mean reverting drift
0 references
0.9172667860984802
0 references
0.9159584045410156
0 references
0.8545375466346741
0 references
0.835030198097229
0 references
