The terminal real wealth optimization problem with index bonds: equivalence of real and nominal portfolio choices for the constant relative risk aversion utility (Q3166330)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The terminal real wealth optimization problem with index bonds: equivalence of real and nominal portfolio choices for the constant relative risk aversion utility |
scientific article |
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The terminal real wealth optimization problem with index bonds: equivalence of real and nominal portfolio choices for the constant relative risk aversion utility (English)
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11 October 2012
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index bond
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real wealth
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optimization
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portfolio choices
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0.87429017
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0.8698966
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0.84657466
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0.84565914
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0.8397521
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0.8372003
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0.8356638
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0.8296957
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0.82892984
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0.82863593
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