Consuming durable goods when stock markets jump : a strategic asset allocation approach
Year of publication: |
2014
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Authors: | Matos, João Amaro de ; Silva, Nuno |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 42.2014, p. 86-104
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Subject: | Strategic asset allocation | Optimal investment | Jumps | Financial markets | Durable consumption goods | Perishable consumption goods | Theorie | Theory | Portfolio-Management | Portfolio selection | Konsumgüter | Consumer goods | Dauerhafte Konsumgüter | Durable goods | Aktienmarkt | Stock market | CAPM | Finanzmarkt | Financial market |
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