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• W2509822389 abstract "This chapter studies intertemporal investment strategies under inflation risk by extending the dynamic programming we have used so far, to include a stochastic price index. The stochastic price index gives rise to a two-tier evaluation system: agents maximize their utility of consumption in real terms while investment activities and wealth evolution are evaluated in nominal terms." @default.
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• W2509822389 date "2016-01-01" @default.
• W2509822389 modified "2023-09-27" @default.
• W2509822389 title "Asset Accumulation and Portfolio Decisions Under Inflation Risk" @default.
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• W2509822389 doi "https://doi.org/10.1007/978-3-662-49229-1_8" @default.
• W2509822389 hasPublicationYear "2016" @default.
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