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~person:"Föllmer, Hans"
~person:"Kandel, Shmuel"
~subject:"Portfolio-Management"
~subject:"Stochastic process"
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Föllmer, Hans
Kandel, Shmuel
Leung, Tim
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A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion
Kuznitz, Arik
;
Kandel, Shmuel
;
Fos, Vyacheslav
- In:
European economic review : EER
52
(
2008
)
8
,
pp. 1338-1352
Persistent link: https://www.econbiz.de/10003804462
Saved in:
2
Asymptotic arbitrage and large deviations
Föllmer, Hans
;
Schachermayer, Walter
- In:
Mathematics and financial economics
1
(
2008
)
3/4
,
pp. 213-249
Persistent link: https://www.econbiz.de/10003722526
Saved in:
3
A portfolio choice model with utility from anticipation of future consumption and stock markets' mean reversion
Kandel, Shmuel
;
Kuznitz, Arik
-
2004
Persistent link: https://www.econbiz.de/10002452267
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