Long-Term Investment with Stochastic Interest and Inflation Rates Incompleteness and Compensating Variation
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More about this item
Keywordsportfolio optimization; stochastic interest rate; stochastic inflation; incom- pleteness; compensating variation..;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2014-06-07 (Central Banking)
- NEP-DGE-2014-06-07 (Dynamic General Equilibrium)
- NEP-UPT-2014-06-07 (Utility Models & Prospect Theory)
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