Pages that link to "Item:Q2862440"
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The following pages link to Optimal portfolio-consumption choice under stochastic inflation with nominal and indexed bonds (Q2862440):
Displaying 13 items.
- Portfolio management with stochastic interest rates and inflation ambiguity (Q481372) (← links)
- Which improves welfare more: A nominal or an indexed bond? (Q1361092) (← links)
- Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks (Q1681187) (← links)
- Portfolio decision with a quadratic utility and inflation risk (Q1716081) (← links)
- Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
- Long term optimal investment with regime switching: inflation, information and short sales (Q2151682) (← links)
- Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk (Q2155561) (← links)
- Portfolio selection with inflation-linked bonds and indexation lags (Q2338519) (← links)
- Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption (Q2490244) (← links)
- Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (Q2515275) (← links)
- The terminal real wealth optimization problem with index bonds: equivalence of real and nominal portfolio choices for the constant relative risk aversion utility (Q3166330) (← links)
- (Q3307527) (← links)
- Optimal consumption and portfolio under inflation and Markovian switching (Q5411905) (← links)
