A preliminary exploration on stochastic dynamic asset allocation models under a continuous-time sticky-price general equilibrium
Year of publication: |
2019
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Authors: | Yu, Yue |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 4, p. 373-386
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Subject: | Consumption-portfolio choice | continuous-time dynamic finance | general equilibrium theory | inflation | interest-rate modelling | Theorie | Theory | Portfolio-Management | Portfolio selection | Allgemeines Gleichgewicht | General equilibrium | Inflation |
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