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pro vyhledávání: '"Kusuda, Kouji"'
Autor:
Kikuchi, Kentaro, Kusuda, Kouji
Publikováno v:
Discussion Paper, Series E. :1-31
This study considers a finite-time consumption-investment problem for investors with homothetic robust utility under the quadratic security market model with stochastic volatilities and inflation rates. This leads to a nonlinear nonhomogeneous partia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=jairo_______::eee5d5c92ad2d26fea85925eec0c09dc
http://hdl.handle.net/10441/00016919
http://hdl.handle.net/10441/00016919
