LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS
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Publication:5245889
DOI10.1142/S0219024915500041zbMath1337.91076MaRDI QIDQ5245889
Ralf Korn, Frank Thomas Seifried, Sascha Desmettre
Publication date: 15 April 2015
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Related Items
OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK AND MODEL AMBIGUITY ⋮ MULTI-ASSET WORST-CASE OPTIMAL PORTFOLIOS ⋮ Worst-case optimal investment with a random number of crashes ⋮ Worst-case portfolio optimization in discrete time ⋮ WORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLES ⋮ OPTIMAL PORTFOLIO CHOICE WITH CRASH AND DEFAULT RISK
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