A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion
Year of publication: |
2008
|
---|---|
Authors: | Kuznitz, Arik ; Kandel, Shmuel ; Fos, Vyacheslav |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 52.2008, 8, p. 1338-1352
|
Subject: | Portfolio-Management | Portfolio selection | Mean Reversion | Mean reversion | Konsum | Consumption | Anlageverhalten | Behavioural finance |
-
Kandel, Shmuel, (2004)
-
Kuznitz, Arik, (2012)
-
Modeling momentum and reversals
Stein, Harvey J., (2022)
- More ...
-
Kuznitz, Arik, (2008)
-
Kuznitz, Arik, (2008)
-
Kuznitz, Arik, (2008)
- More ...