The riskiness of stock versus money market investment with stochastic rates.
Dávid Zoltán SzabóZsolt BiharyPublished in: Central Eur. J. Oper. Res. (2023)
Keyphrases
- financial institutions
- stock market
- stock price
- market data
- financial markets
- decision making
- risk management
- risk aversion
- investment strategies
- real option
- asset allocation
- chinese stock market
- trading systems
- convertible bonds
- portfolio management
- pricing model
- stock data
- stock exchange
- investment decisions
- competitive market
- individual level
- inventory level
- utility function
- monte carlo
- stock trading
- return on investment
- risk averse
- long run
- strategic decisions
- financial crisis
- market share
- stochastic programming
- state dependent
- stock returns
- financial information
- news articles
- life cycle
- non stationary