Optimal Investment With Undiversifiable Income Risk (Q4372005)
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scientific article; zbMATH DE number 1106692
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investment With Undiversifiable Income Risk |
scientific article; zbMATH DE number 1106692 |
Statements
Optimal Investment With Undiversifiable Income Risk (English)
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21 January 1998
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consumption
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portfolio choice
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Hamilton-Jacobi-Bellman equation
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