"Robust consumption and portfolio policies when asset prices can jump."

Yacine Aït-Sahalia, Felix Matthys (2019)

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DOI: 10.1016/J.JET.2018.09.006

access: closed

type: Journal Article

metadata version: 2020-02-24

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Yacine Aït-Sahalia, Felix Matthys:
Robust consumption and portfolio policies when asset prices can jump. J. Econ. Theory 179: 1-56 (2019)

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