RePEcOther
Optimal Consumption-Investment with Alternative Data
The study presents a new duality theory for optimal consumption-investment problem, using alternative data like social media commentary and pandemic data for predicting stock trends, and offers a unique smooth solution for an agent with constant relative risk aversion.
Featured in No. 55 on 3 Jul 2024 · on release day
- Released
- 3 Jul 2024
- First featured
- No. 55 · 3 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 22
- Identifier
- RePEc:spr:finsto:v:28:y:2024:i:3:d:10.1007_s00780-024-00535-3
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).