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Age-dependent robust strategic asset allocation with inflation-deflation hedging demand - MaRDI portal

Age-dependent robust strategic asset allocation with inflation-deflation hedging demand (Q6655910)

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scientific article; zbMATH DE number 7960939
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English
Age-dependent robust strategic asset allocation with inflation-deflation hedging demand
scientific article; zbMATH DE number 7960939

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    Age-dependent robust strategic asset allocation with inflation-deflation hedging demand (English)
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    27 December 2024
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    age effect
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    homothetic robust utility
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    dynamic asset allocation
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    stochastic volatility
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    stochastic inflation
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