Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints
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Publication:1575404
DOI10.1016/S0165-1889(99)00019-6zbMath0951.90052MaRDI QIDQ1575404
Publication date: 21 August 2000
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Stochastic models in economics (91B70) Markov and semi-Markov decision processes (90C40) Portfolio theory (91G10)
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