Dynamic consumption and portfolio choice considering information learning and stochastic interest rate
Year of publication: |
2024
|
---|---|
Authors: | Zhou, Minna ; Liu, Yongjun |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 65.2024, Art.-No. 105494, p. 1-8
|
Subject: | Behavioral finance | Consumption–portfolio choice | Information learning | Stochastic control | Stochastic interest rate | Theorie | Theory | Portfolio-Management | Portfolio selection | Lernprozess | Learning process | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Anlageverhalten | Behavioural finance |
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