Optimal portfolio-consumption choice under stochastic inflation with nominal and indexed bonds (Q2862440)
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scientific article; zbMATH DE number 6227440
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| English | Optimal portfolio-consumption choice under stochastic inflation with nominal and indexed bonds |
scientific article; zbMATH DE number 6227440 |
Statements
Optimal portfolio-consumption choice under stochastic inflation with nominal and indexed bonds (English)
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15 November 2013
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inflation risk
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inflation-indexed bond
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portfolio choice
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elasticity of intertemporal substitution
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consumption
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0.8187893629074097
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0.8139210343360901
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0.8080607652664185
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0.8050664067268372
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