HARA utility maximization in a Markov-switching bond–stock market
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Publication:4555174
DOI10.1080/14697688.2017.1302600zbMath1402.91687OpenAlexW2738984797MaRDI QIDQ4555174
Rudi Zagst, Daniela Neykova, Marcos Escobar
Publication date: 19 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2017.1302600
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