Asset allocation with time variation in expected returns (Q1381452)
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scientific article; zbMATH DE number 1129606
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset allocation with time variation in expected returns |
scientific article; zbMATH DE number 1129606 |
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Asset allocation with time variation in expected returns (English)
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17 March 1998
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consumption investment problem
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risk averse investor
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several asset classes
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viscosity solution
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