Optimal portfolio choice with asset return predictability and nontradable labor income
Year of publication: |
2015
|
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Authors: | Tsai, Hui-Ju ; Wu, Yangru |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 45.2015, 1, p. 215-249
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Subject: | Portfolio choice | Return predictability | Nontradable labor income | Life cycle | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Lebenszyklus | Theorie | Theory | Lohn | Wages | Kapitalmarktrendite | Capital market returns |
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