Multi-period power utility optimization under stock return predictability
Taras Bodnar, Dmytro Ivasiuk, Nestor Parolya, Wolfgang Schmid
| Year of publication: |
2023
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|---|---|
| Authors: | Bodnar, Taras ; Ivasiuk, Dmytro ; Parolya, Nestor ; Schmid, Wolfgang |
| Published in: |
Computational management science. - Heidelberg : Springer, ISSN 1619-6988, ZDB-ID 2107564-5. - Vol. 20.2023, 1, Art.-No. 4, p. 1-27
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| Subject: | CRRA | Dynamic optimization | Finance | Multi-period solution | Power utility | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Kapitaleinkommen | Capital income | Dynamische Optimierung | Dynamic programming | Portfolio-Management | Portfolio selection | Elektrizitätswirtschaft | Electric power industry | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-023-00434-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014228499