Dynamic asset allocation and consumption with the indirect utility function
Messaoud Chibane, Pierre Six
| Year of publication: |
2024
|
|---|---|
| Authors: | Chibane, Messaoud ; Six, Pierre |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 65.2024, Art.-No. 105542, p. 1-6
|
| Subject: | Consumption | Direct utility function | Dynamic asset allocation | Indirect utility function | Inverse Optimal Control | Risk aversion | Nutzenfunktion | Utility function | Portfolio-Management | Portfolio selection | Risikoaversion | Nutzen | Utility | Konsumtheorie | Consumption theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105542 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014553017