Optimal consumption and investment in general affine GARCH models (Q6617073)
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scientific article; zbMATH DE number 7924484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and investment in general affine GARCH models |
scientific article; zbMATH DE number 7924484 |
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Optimal consumption and investment in general affine GARCH models (English)
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9 October 2024
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dynamic portfolio optimization
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affine GARCH models
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consumption
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IG-GARCH model
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expected utility theory
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