Age-dependent robust strategic asset allocation with inflation-deflation hedging demand
Kentaro Kikuchi, Koji Kusuda
| Year of publication: |
2024
|
|---|---|
| Authors: | Kikuchi, Kentaro ; Kusuda, Koji |
| Subject: | Age effect | Dynamic asset allocation | Homothetic robust utility | Stochastic inflation | Stochastic volatility | Portfolio-Management | Portfolio selection | Hedging | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Inflation | Robustes Verfahren | Robust statistics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-024-00369-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015189217