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Other Libraries in Japan
- Summary, etc....nalysis of the consumption-investment problem and CAPMs based on homothetic...
- Subject HeadingHomothetic robust utility Consumption-investment problem CAPM Stochastic volatility St...
Digital文書・図像類
Other Libraries in Japan
- Summary, etc....d analyzes the consumption-investment problem and CAPMs under a quadratic s...
- Subject Heading...ential utility Consumption-investment problem CAPM Stochastic volatility St...
Digital文書・図像類
Other Libraries in Japan
- Summary, etc.... a finite-time consumption-investment problem for investors with homothetic...
- Subject HeadingLinear Approximation Consumption-investment problem Homothetic robust utility Mar...