Robust consumption and portfolio choice for time varying investment opportunities (Q666461)
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scientific article; zbMATH DE number 6013046
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust consumption and portfolio choice for time varying investment opportunities |
scientific article; zbMATH DE number 6013046 |
Statements
Robust consumption and portfolio choice for time varying investment opportunities (English)
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8 March 2012
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robust control
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portfolio choice
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recursive preferences
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mean-reverting
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0.852844774723053
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0.8415950536727905
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0.8392079472541809
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0.834739625453949
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0.8147240281105042
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