Explicit solutions to an optimal portfolio choice problem with stochastic income

Journal of Economic Dynamics and Control

Volumn 29, Issue 7, 2005, Pages 1237-1266

  Henderson, Vicky ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

Asset allocation; Incomplete markets; Labor income; Mean reversion; Optimal portfolio choice; Stochastic income; Wage income

Indexed keywords

EID: 20444457049     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2004.07.004     Document Type: Article

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