Affine long term yield curves : an application of the Ramsey rule with progressive utility
Nicole El Karoui; Caroline Hillairet; Mohamed Mrad
| Year of publication: |
2014
|
|---|---|
| Authors: | El Karoui, Nicole ; Hillairet, Caroline ; Mrad, Mohamed |
| Published in: |
Journal of financial engineering. - Hackensack, NJ : World Scientific, ISSN 2345-7686, ZDB-ID 2813048-0. - Vol. 1.2014, 1, p. 1-24
|
| Subject: | Progressive utility with consumption | market consistency | portfolio optimization | Ramsey rule | affine yields curves | Zinsstruktur | Yield curve | Theorie | Theory | Portfolio-Management | Portfolio selection | Optimale Besteuerung | Optimal taxation | Nutzen | Utility | Steuerprogression | Progressive taxation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010508124