2021•Economic ModellingRequires access

Dynamic portfolio choice and information trading with recursive utility

Xingjiang Chen, Xinfeng Ruan, Wenjun Zhang

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Key concepts: Unobservable, Portfolio, Economics, Trading strategy, Stock (firearms), Pairs trade, Microeconomics, Elasticity of intertemporal substitution

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Dynamic portfolio choice and information trading with recursive utility — Research Paper | ScholarLens