Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
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Publication:2654415
DOI10.1016/j.jedc.2008.02.005zbMath1181.91299OpenAlexW3122207321MaRDI QIDQ2654415
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2008.02.005
stochastic interest ratesintertemporal hedginghabit formationoptimal consumption and portfoliomean reversion in stock prices
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