مرکز منطقه ای اطلاع رساني علوم و فناوري - Explicit solutions to an optimal portfolio choice problem with stochastic income

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 :

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 :