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 |
Statements
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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0.8065170645713806
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0.8020942807197571
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0.7972907423973083
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0.7885436415672302
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