Consumption and portfolio selection with labor income: A discrete-time approach

Mathematical Methods of Operations Research

Volumn 50, Issue 2, 1999, Pages 219-243

  Koo, Hyeng Keun ^a  

^a Ajou University   (South Korea)

Author keywords

Consumption; Liquidity constraints; Non linear optimization; Portfolio selection; Uninsurable risk

Indexed keywords

EID: 0012849768     PISSN: 14322994     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001860050096     Document Type: Article

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