A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices

Farina Weiss

Year of publication:	2021
Authors:	Weiss, Farina
Subject:	Continuous-time Optimization \| Hamiltion-Jacobi-Bellman equation \| Optimal consumption and investment \| Predictability \| Intertemporal hedging \| Hedging \| Portfolio-Management \| Portfolio selection \| Immobilienpreis \| Real estate price \| Prognoseverfahren \| Forecasting model \| Dynamische Optimierung \| Dynamic programming \| Börsenkurs \| Share price \| Mathematische Optimierung \| Mathematical programming \| Stochastischer Prozess \| Stochastic process \| Intertemporale Entscheidung \| Intertemporal choice \| Konsumtheorie \| Consumption theory

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1007/s00186-020-00727-5 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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