Influence of risk tolerance on long-term investments: a Malliavin calculus approach (Q5041049)
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scientific article; zbMATH DE number 7603221
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Influence of risk tolerance on long-term investments: a Malliavin calculus approach |
scientific article; zbMATH DE number 7603221 |
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Influence of risk tolerance on long-term investments: a Malliavin calculus approach (English)
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18 October 2022
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Hansen-Scheinkman decomposition
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Malliavin calculus
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optimal portfolios
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risk tolerance
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