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

DOI10.1007/s11579-024-00369-9MaRDI QIDQ6655910

Kentaro Kikuchi, Koji Kusuda

Publication date: 27 December 2024

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

zbMATH Keywords

stochastic volatilitydynamic asset allocationstochastic inflationage effecthomothetic robust utility

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

This page was built for publication: Age-dependent robust strategic asset allocation with inflation-deflation hedging demand