Optimal strategies for a long-term static investor

Keyphrases

• Optimal Strategy 100%
• Stock Price Process 66%
• Utility Function 33%
• Stock Prices 33%
• Optimal Allocation 33%
• Long-term Growth Rate 33%
• Jump-diffusion Process 33%
• Vasicek Interest Rate Model 33%
• Heston Model 33%
• Black-Scholes Model 33%
• Constant Interest Rate 33%
• Underlying Stocks 33%

Economics, Econometrics and Finance

• Investors 100%
• Stock Price 100%
• Interest Rate 66%
• Wealth 33%
• Utility Function 33%
• Black-Scholes Model 33%