Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences |
scientific article |
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Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (English)
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19 January 2010
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habit formation
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optimal consumption and portfolio
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intertemporal hedging
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mean reversion in stock prices
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stochastic interest rates
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