Explicit solutions to an optimal portfolio choice problem with stochastic income (Q956429): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jedc.2004.07.004 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2052313741 / rank | |||
Normal rank | |||
Revision as of 19:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solutions to an optimal portfolio choice problem with stochastic income |
scientific article |
Statements
Explicit solutions to an optimal portfolio choice problem with stochastic income (English)
0 references
25 November 2008
0 references
incomplete markets
0 references
stochastic income
0 references
labor income
0 references
optimal portfolio choice
0 references
asset allocation
0 references
wage income
0 references
mean-reversion
0 references
