Money, transactions and portfolio choice

DOI10.1006/RECO.1996.0003MaRDI QIDQ4883098zbMATHOpenAlexFDO

Authors Pierluigi Balduzzi, Silverio Foresi

Publication date 3 October 1996

Published in Ricerche Economiche (Search for Journal in Brave)

Full work available at URL http://archive.nyu.edu/handle/2451/27157

zbMATH Keywords

inflation-hedging portfolio

Mathematics Subject Classification ID

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• Exact solutions for bond and option prices with systematic jump risk
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