Robust solutions to the life-cycle consumption problem
Lorenzo Reus, Frank J. Fabozzi
| Year of publication: |
2021
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|---|---|
| Authors: | Reus, Lorenzo ; Fabozzi, Frank J. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 57.2021, 2, p. 481-499
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| Subject: | Life-cycle consumption problem | Intertemporal portfolio-choiceproblem | Robust optimization | Robust counterpart framework | Theorie | Theory | Einkommenshypothese | Income hypothesis | Robustes Verfahren | Robust statistics | Lebenszyklus | Life cycle | Intertemporale Entscheidung | Intertemporal choice |
| Description of contents: | Description [doi.org] |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-019-09964-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012486926