A preliminary exploration on stochastic dynamic asset allocation models under a continuous-time sticky-price general equilibrium
Yue Yu
| Year of publication: |
2019
|
|---|---|
| Authors: | Yu, Yue |
| Subject: | Consumption-portfolio choice | continuous-time dynamic finance | general equilibrium theory | inflation | interest-rate modelling | Allgemeines Gleichgewicht | General equilibrium | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Inflation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1497851 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012160553