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THE EFFECT OF INFLATION RISK AND SUBSISTENCE CONSTRAINTS ON PORTFOLIO CHOICE - MaRDI portal

THE EFFECT OF INFLATION RISK AND SUBSISTENCE CONSTRAINTS ON PORTFOLIO CHOICE (Q5258008)

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scientific article; zbMATH DE number 6450348
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THE EFFECT OF INFLATION RISK AND SUBSISTENCE CONSTRAINTS ON PORTFOLIO CHOICE
scientific article; zbMATH DE number 6450348

    Statements

    THE EFFECT OF INFLATION RISK AND SUBSISTENCE CONSTRAINTS ON PORTFOLIO CHOICE (English)
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    25 June 2015
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    inflation risk
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    index bond
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    subsistence constraints
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    portfolio choice
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    martingale method
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