Multi-period power utility optimization under stock return predictability (Q6088760)
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scientific article; zbMATH DE number 7778008
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-period power utility optimization under stock return predictability |
scientific article; zbMATH DE number 7778008 |
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Multi-period power utility optimization under stock return predictability (English)
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14 December 2023
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finance
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power utility
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CRRA
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multi-period solution
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dynamic optimization
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