A Promised Value Approach to Optimal Monetary Policy*
نویسندگان
چکیده
منابع مشابه
a benchmarking approach to optimal asset allocation for insurers and pension funds
uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...
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ژورنال
عنوان ژورنال: Oxford Bulletin of Economics and Statistics
سال: 2020
ISSN: 0305-9049,1468-0084
DOI: 10.1111/obes.12401