Optimal asset allocation under search frictions and stochastic interest rate (Q6110871)
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scientific article; zbMATH DE number 7721486
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal asset allocation under search frictions and stochastic interest rate |
scientific article; zbMATH DE number 7721486 |
Statements
Optimal asset allocation under search frictions and stochastic interest rate (English)
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2 August 2023
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stochastic control
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optimal asset allocation
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search frictions
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stochastic interest rate
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expected utility maximization
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finite difference method
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