Co-jumps and recursive preferences in portfolio choices (Q6076757)
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 7741482
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Co-jumps and recursive preferences in portfolio choices |
scientific article; zbMATH DE number 7741482 |
Statements
Co-jumps and recursive preferences in portfolio choices (English)
0 references
22 September 2023
0 references
asset allocation
0 references
consumption
0 references
stochastic volatility
0 references
Wishart process
0 references
co-jumps
0 references
recursive preferences
0 references
dynamic programming
0 references
0 references
0 references
0 references
0 references
0 references
0.8474324
0 references
0.84602535
0 references
0.84489024
0 references
0.84477395
0 references
0.84172106
0 references
0.84120536
0 references
0.84038275
0 references
0.83931434
0 references
