Optimal portfolio choice with asset return predictability and nontradable labor income
Hui-Ju Tsai; Yangru Wu
| Year of publication: |
2015
|
|---|---|
| Authors: | Tsai, Hui-Ju ; Wu, Yangru |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 45.2015, 1, p. 215-249
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| Subject: | Portfolio choice | Return predictability | Nontradable labor income | Life cycle | Portfolio-Management | Portfolio selection | Lebenszyklus | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Lohn | Wages | Kapitalmarktrendite | Capital market returns | Risiko | Risk | Schätzung | Estimation |
| 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://www.econbiz.de/10011333124