Portfolio and consumption decisions under mean-reverting returns : an exact solution for complete markets
Year of publication: |
2002
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Authors: | Wachter, Jessica |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 37.2002, 1, p. 63-91
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Subject: | Vollkommener Markt | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Prognose | Forecast | Finanzanalyse | Financial analysis | Theorie | Theory | Mean Reversion | Mean reversion |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of financial and quantitative analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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