Optimal Investment With Undiversifiable Income Risk (Q4372005): Difference between revisions

@@ Property / author @@
-J. Darrell Duffie
@@ Property / author: J. Darrell Duffie / rank @@
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@@ Property / author @@
+J. Darrell Duffie
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+MaRDI publication profile
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+https://doi.org/10.1111/j.1467-9965.1993.tb00083.x
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+W2076206540
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@@ Property / cites work @@
+Viscosity Solutions of Hamilton-Jacobi Equations
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+Hedging in incomplete markets with HARA utility
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