Ambiguous consumption and asset allocation with unknown Markovian income growth
Yulei Luo, Jun Nie, and Haijun Wang
| Year of publication: |
2023
|
|---|---|
| Authors: | Luo, Yulei ; Nie, Jun ; Wang, Haijun |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 24.2023, 2, p. 237-275
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| Subject: | Ignorance | Unknown Income Growth | Induced Uncertainty | Strategic Asset Allocation | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Einkommenshypothese | Income hypothesis | Privater Konsum | Private consumption | Allokation | Allocation | Sparen | Savings | Unvollkommener Markt | Incomplete market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014518842