Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415)
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scientific article; zbMATH DE number 5660334
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| English | Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences |
scientific article; zbMATH DE number 5660334 |
Statements
Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (English)
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19 January 2010
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habit formation
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optimal consumption and portfolio
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intertemporal hedging
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mean reversion in stock prices
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stochastic interest rates
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0.8648881912231445
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0.8481071591377258
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0.8464139699935913
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0.8336395621299744
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