Optimal consumption and portfolio choices in the stochastic SIS model
Year of publication: |
2022
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Authors: | Li, Shilin ; Li, Tongtong ; Yang, Jinqiang |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 63.2022, p. 1-18
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Subject: | Infection rate | Infectivity | Optimal consumption | Portfolio allocation | Transmission uncertainty | Vaccination | Portfolio-Management | Portfolio selection | Impfung | Infektionskrankheit | Infectious disease | Konsumtheorie | Consumption theory | Nachfragetheorie des Haushalts | Consumer demand theory | Risiko | Risk |
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