Optimal Investment With Undiversifiable Income Risk (Q4372005)

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scientific article; zbMATH DE number 1106692
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    Optimal Investment With Undiversifiable Income Risk
    scientific article; zbMATH DE number 1106692

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      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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