Consuming durable goods when stock markets jump: a strategic asset allocation approach
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Publication:1994529
DOI10.1016/j.jedc.2014.02.013zbMath1402.91661OpenAlexW2024025902MaRDI QIDQ1994529
Nuno Silva, João Amaro de Matos
Publication date: 1 November 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10316/44018
jumpsfinancial marketsoptimal investmentstrategic asset allocationdurable consumption goodsperishable consumption goods
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