Intertemporal Cost-Efficient Consumption

By Mauricio Elizalde, Stephan Sturm

Published 2024-05-25

Everscope rating

1538.6

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Intertemporal Cost-Efficient Consumption Model. Problem types: Portfolio Optimization, Consumption Optimization.

arXiv:2405.16336 · Paper rankings

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