Robust consumption and portfolio choice with derivatives trading
Pengyu Wei, Charles Yang, Yi Zhuang
| Year of publication: |
2023
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|---|---|
| Authors: | Wei, Pengyu ; Yang, Charles ; Zhuang, Yi |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 304.2023, 2 (16.1.), p. 832-850
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| Subject: | Ambiguity | Derivatives | Finance | Robust consumption and portfolio choice | Stochastic volatility | Portfolio-Management | Portfolio selection | Derivat | Derivative | Anlageverhalten | Behavioural finance | Volatilität | Volatility | Konsumtheorie | Consumption theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2022.04.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534570