Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales
Mondher Bellalah, Yaosheng Xu, Detao Zhang
| Year of publication: |
2019
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|---|---|
| Authors: | Bellalah, Mondher ; Xu, Yaosheng ; Zhang, Detao |
| Published in: |
Decision making and risk/return optimization in financial economics. - New York, NY, USA : Springer. - 2019, p. 397-422
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| Subject: | Optimal portfolio choice | Information cost | Short sales | Consumption | Labor income | Analytic hierarchy process | Portfolio-Management | Portfolio selection | Theorie | Theory | Unvollkommene Information | Incomplete information | Informationskosten | Information costs | Leerverkauf | Short selling | Lohn | Wages | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-018-2901-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012135890