Explicit solutions to an optimal portfolio choice problem with stochastic income (Q956429)
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scientific article; zbMATH DE number 5373099
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solutions to an optimal portfolio choice problem with stochastic income |
scientific article; zbMATH DE number 5373099 |
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Explicit solutions to an optimal portfolio choice problem with stochastic income (English)
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25 November 2008
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incomplete markets
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stochastic income
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labor income
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optimal portfolio choice
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asset allocation
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wage income
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mean-reversion
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