Dynamic portfolio choice and information trading with recursive utility
Year of publication: |
2021
|
---|---|
Authors: | Chen, Xingjiang ; Ruan, Xinfeng ; Zhang, WenJun |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 98.2021, p. 154-167
|
Subject: | Elasticity of intertemporal substitution | Information trading | Learning | Optimal consumption | Portfolio choice | Recursive utility | Portfolio-Management | Portfolio selection | Intertemporale Entscheidung | Intertemporal choice | Nutzenfunktion | Utility function | Nutzen | Utility | Substitutionselastizität | Elasticity of substitution | Nachfragetheorie des Haushalts | Consumer demand theory |
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