Title of article
Explicit solutions to an optimal portfolio choice problem with stochastic income
Author/Authors
Vicky Henderson، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
30
From page
1237
To page
1266
Keywords
Incomplete markets , Stochastic income , Optimal portfolio choice , Assetallocation , Wage income , Mean-reversion , Labor income
Journal title
Journal of Economic Dynamics and Control
Serial Year
2005
Journal title
Journal of Economic Dynamics and Control
Record number
238840
Link To Document