Optimal Asset Allocation for HARA Consumers with Labour Income
Year of publication: |
2003
|
---|---|
Authors: | Menoncin, Francesco |
Published in: |
Economia Internazionale / International Economics. - Camera di Commercio di Genova. - Vol. 56.2003, 3, p. 357-381
|
Publisher: |
Camera di Commercio di Genova |
Subject: | Asset allocation | Stochastic wage income | Stochastic investment opportunities | Feynman-Kač theorem |
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