Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Co-jumps and recursive preferences in portfolio choices - MaRDI portal

Co-jumps and recursive preferences in portfolio choices (Q6076757)

From MaRDI portal
scientific article; zbMATH DE number 7741482
Language Label Description Also known as
English
Co-jumps and recursive preferences in portfolio choices
scientific article; zbMATH DE number 7741482

    Statements

    title
    Co-jumps and recursive preferences in portfolio choices (English)
    0 references
    author
    Immacolata Oliva
    0 references
    Ilaria Stefani
    0 references
    publication date
    22 September 2023
    0 references
    zbMATH Keywords
    asset allocation
    0 references
    consumption
    0 references
    stochastic volatility
    0 references
    Wishart process
    0 references
    co-jumps
    0 references
    recursive preferences
    0 references
    dynamic programming
    0 references

    Identifiers

    zbMATH DE Number
    7741482
    0 references
    OpenAlex ID
    W4321085468
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6076757&oldid=39687289"
    Powered by MediaWiki