Optimal strategies for asset allocation and consumption under stochastic volatility (Q274239)
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scientific article; zbMATH DE number 6572689
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| English | Optimal strategies for asset allocation and consumption under stochastic volatility |
scientific article; zbMATH DE number 6572689 |
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Optimal strategies for asset allocation and consumption under stochastic volatility (English)
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22 April 2016
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portfolio selection
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optimal strategies
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consumption
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stochastic volatility
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utility maximization
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