Monte Carlo computation of optimal portfolio choice with habit formation
Antti Huotari
| Year of publication: |
2010
|
|---|---|
| Authors: | Huotari, Antti |
| Publisher: |
Helsinki : Faculty of Social Sciences, Dep. of Economics |
| Subject: | Portfolio-Management | Portfolio selection | Nachfragetheorie des Haushalts | Consumer demand theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | Online-Ressource (22 S., 384.9 KB) |
|---|---|
| Series: | Discussion paper / Faculty of Social Sciences, Department of Economics, University of Helsinki. - Helsinki : [Verlag nicht ermittelbar], ISSN 1459-3696, ZDB-ID 2105765-5. - Vol. 647 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| ISBN: | 978-952-10-5342-9 |
| Other identifiers: | hdl:10138/23917 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008772819