Robust consumption and portfolio choice for time varying investment opportunities
| Year of publication: |
2010
|
|---|---|
| Authors: | Liu, Hening |
| Published in: |
Annals of Finance. - Springer. - Vol. 6.2010, 4, p. 435-454
|
| Publisher: |
Springer |
| Subject: | Robust control | Portfolio choice | Recursive preferences | Mean-reverting |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008673610