Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution (Q2445343)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution |
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Optimal investment, consumption and life insurance under mean-reverting returns: the complete market solution (English)
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14 April 2014
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portfolio allocation
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life insurance
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mean reverting drift
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