Optimal consumption and investment with labor income and European/American capital guarantee
Year of publication: |
2014
|
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Authors: | Kronborg, Morten Tolver |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 2.2014, 2, p. 171-194
|
Subject: | stochastic control | martingale method | option-based portfolio insurance | American put option | human capital | borrowing constraint | CRRA utility | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Humankapital | Human capital | Liquiditätsbeschränkung | Liquidity constraint | Martingal | Martingale | Risikoaversion | Risk aversion |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.3390/risks2020171 [DOI] hdl:10419/103609 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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